Pristina can get extremely cold and icy in the winter. As such, bring a thick winter jacket and winter gear. I would also strongly suggest bringing some shoe-grippers that can be placed over shoes for additional traction when walking on icy streets.
Miscellaneous: Bring a small FLASH LIGHT! Frequent power outages necessitate this! It can get pretty dark on the streets at night.
Bring your favorite jeans, t-shirts, or casual clothes because you'll be hard-pressed to find good clothes in Kosovo. If you do end up purchasing clothes here, you'll find that most of the shirts will shrink to near-childlike proportions after a wash and most of the clothes are "European" style which doesn't sit well with some of the more conservative American guys I've met (unless you like tight-tight shirts with funny logos/sayings on them!) You'll want warm clothes for the winter (20-30's and 30% humidity) and good summer clothes for hot temperatures (80-90's with 30-60% humidity).
Long-johns. As mentioned, it gets cold during the winter so having an extra layer helps. Quality gloves, hats, etc are best brought with too. The ones for sale on the streets here are fairly cheap quality and won't last more than a month or two and don't really keep you warm anyways (speaking from experience!)
Toiletries and Medical Supplies: Prescription medicines. Talk to your doctor and try to at least get a 6-month supply (or even a year) of whatever you might need. You may find yourself over here and not be able to get the type/brand you are familiar with and you also do not always know where it is from or the quality. Simple things like aspirin are available no problem.
Photo Equipment: Coming over here is a great opportunity. You will meet people from all over the world...why not capture your experience on film?!?! You can have film developed locally for good prices and with good quality. Better yet, go digital for easy sharing of pictures!
Miscellaneous: Double-check the power source to see if it supports 220v. Most modern laptops do and it will tell you right on that little box attached to your power cord. Actually, that goes for all electronics you might want to bring with you. You can buy good transformers at Brookstone for your US electronics...and even some cheap but not bad quality transformers in the open market in Pristina. Another handy device that can be purchased at Brookstone for international traveling is called the I-Go which is a set of power plugs for various devices that is dual-voltage and gives you the chance to plug your laptop, iPod, Blackberry, PS2, Gameboy and whatever else you have with you into your car, the airplane seat, and the regular electrical outlet.
Miscellaneous: This is kind of a 'reverse' packing list. Instead of worrying about bringing supplies to Pristina, use the stores here to stock up on the necesities that you need for the rest of your Balkans excursion. Think of it like the general store of the wild west.