Luggage and bags:
Depending on your mode of transportation, I would recommend keeping your baggage to a minimum. If you are looking to just enjoy the off the highway stops, then you can pack what will fit in a sedan. If you are going to venture off into the 4x4 areas, then pack lightly so you can fit more supplies.
Clothing/Shoes/Weather Gear: In September, we were perfectly fine in t-shirts and shorts. .. I would highly recommend bringing comfortable walking shoes as there is plenty to go do and see.
Miscellaneous: Water, Water, Water... make sure you have plenty of drinking water with you, especially on hikes.
Wear loose clothes and a good pair of comfortable walking shoes with good traction. Also pack swimming gear if you plan on visiting the falls.
Toiletries and Medical Supplies: If you aren't travelling with a guide or tour group, a first aid kit is a good idea. There are plenty of places to get hurt while hiking here. Unfortunately, I know this very well.
Photo Equipment: This place is too amazing to forget a camera. Pack an extra disposable waterproof camera if you are going to the waterfalls.
Camping/Beach/Outdoor Gear: It is very hot and the sun shines brightly, so bring sunscreen. You will also run into plenty of mosquitoes, so insect repellent is a good idea.
Miscellaneous: Bottled water! The heat can cause dehydration. Running water from the falls is also safe to drink if you don't have water.