I also always carry a bottle of water no matter what and a hoof pick. Actually I have two hoof picks. I also got a cantle bag for Christmas (purple - it is so pretty) and I was going to pack it with:
1. Hoof Boots
2. Little First Aid Kit
3. Desitin Ointment
4. Vet Wrap
5. Triple Ointment
7. Rain Pouch
8. Leather Latigo
9. Folding Saw (my friend got one at Lowe's and it really comes in handy!)
10. Horsey Treats
I have all of the above except the saw but until I got the cantle bag I didn't have anyway to carry it except if I took my big saddle bags and I didn't want to do that. I carry them in the summer to carry lots of drinks but that is way too much to haul around all the time!
QOS, I also carry what's listed above except the hoof boots. But they will be purchased the end of the month. I also inaddition to the folding saw, carry nippers for quick pruning along the trail.
And if riding alone, a bell on my saddle.