There's a sticky at the top of all the topics, here in the "Horse Health" section that has a lot of suggested first-aid items. You will probably get some good ideas by reading it over.
For my own uses, I don't keep anything around, unless I know how to use it.
Things I keep on hand:
For wound management.....
A large bottle of Peroxide.
(1) Pint of Betadine solution(not the scub).
A handfull of 1-time use packets of 3-in-1 ointment.
A wide Ace bandage.
A few 4X4 pads.
A roll of guaze.
A couple of (large) feminine napkins.
A roll of Mole Skin.
A partial roll of duct-tape.
A clean sponge.
Other handy stuff.....
(2) Pint bottles of Mineral oil.
A clean 1-gallon bucket.
(1) gallon of distilled water.
A tube of Monostat-7 (treats funguses).
A padded leg/ankle brace.
A couple of "smash and mix" cold packs.
A pair of lineman's pliers.
A small pocket knife.
Most of this stuff fits inside a cheap plastic tool box. The rest goes in the bucket and/or sits on a shelf, next to the box. You can store the dressings, bandages, the smaller items and sponge in small freezer bags to keep them clean and organized.
Once you get the items situated in the box, use a fat marking pen to write your Vet's phone number(s) on the bottom-side of the lid, so's it's visable when you open it.
The important thing to remember when assembling your kit is that the nature of "first aid" is to provide a measure of care while you're waiting on the Vet. If whatever you are treating is perty minor and you can fix it yourself, great. But if in doubt, call the number you wrote on the box.