Hiking Checklist

warm jacket (fleece)
rain jacket (also serves as windbreaker) [1]
sun hat
warm hat
shoes for driving there and back
shoes for hiking [2]
socks for hiking
socks for driving back [3]
food (trail mix, hard candy, energy bars, etc.)
water
camera
map(s)
pen and paper [4]
watch
sunblock [5]
chapstick
emergency toilet paper [6]

flashlight
gloves
first aid kit
pocket knife
compass
waterproof matches

Notes:

1. I also keep a $1 thin plastic poncho in my backpack at all times as a last resort. I have used it more than once.
2. I have to be vague about the kind of shoes because I recently switched from hiking boots to running shoes. So far it's been a great success! See Running Barefoot for the complete story.
3. Being able to change into clean socks after a hike is a little thing, but it's a really nice little thing, a luxury, much like bringing soap and a towel on a long-distance drive. Keeping a can of soda or something in the car to drink after the hike is nice too.
4. I've had pens fail on me at high altitude, so maybe it'd be better to use a pencil … but then I'd worry about breaking the point, and also about stabbing myself since I like to keep my writing materials in my pocket for quick access. The paper can be a notepad or a folded-up sheet of paper, and it usually ends up having multiple functions.
5. Most of the time I don't actually take the sunblock, I just put some on in the morning, but I like to get it out with everything else the night before so that I won't forget.
6. For backpacking I'd take a flattened almost-empty roll, but for hiking I prefer to get rid of the cardboard tube by transferring some paper onto a new small roll with no center.