Hrm, let's have a crack at it:
1) A good weapon, and ammunition for said weapon.
2) Armor with additional protection (Chemical or non-conductivity). My favorite is the Camo Suit, but to each his/her own.
3) Personal transportation of some kind. Generous GMs may include this into your lifestyle costs.
4) 1 month of some sort of lifestyle. This covers most of your necessities of life.
5) Some sort of "standard bolt-hole kit". Ideally, it should be cheap and portable.
6) Perception enhancement (if you don't already have them). This can get expensive, but I like to get earbuds with Audio Enhancement 3 and something with Visual Enhancement 3. You may or may not want to also augment your Olfactory perception (using an Olfactory Sensor Package)
7) DocWagon contract, if you can afford it.

Kits for all of your technical/Repair skills. More expensive stuff if you can afford it, but get the kits at the very least. If you are a B&E specialist, things like Maglock passkeys and such may fall in this category.
9) Fake SIN and Disguise kits. Your identity is your most prized possession, so you need to protect it.
10) A bag of assorted RFID tags. Very cheap, very useful.
11) Climbing equipment, including Gecko Tape.
12) Welding torches or something similar.
There are a few things that you can split up as a team (only one person needs to buy it):
1) Anti-surveillance measures. They are dirt-cheap in SR4 and very useful.
2) An assortment of Jammers. At the very least, they can suppress RFID activity, if you need it.
3) Restraints, including at least one magemask
4) Things that go boom, from commercial explosive to grenades.
5) Programs. Because of piracy, you can replicate programs across the team, if need be. Usually not an issue though (the realm of the hacker, basically).
6) Non-drone surveillance measures (simple cameras, micro-recorders, etc.). You never know when you'll need to do some listening or watching in a place where drones aren't the best option.
7) Our team likes to have at least one "vehicle buster", like a rocket launcher.
*shrugs* I'm sure I'm missing a lot of things. Most of the time, our group tends to forget one or two things and has to improvise until they can be purchased.