Clothes that will keep you warm! Luleå is very windy from time to time (...or all the time...) and especially in winter this will make it quite cold. So bring clothes that don't let the wind through. If you go to Luleå in the summer, a thin jacket or sweater could be useful even if it's warm...it gets cooler in the evenings and night, and a long-sleeved sweater will protect you from the mosquitos!
Waterproof clothing and shoes could be useful in the autumn, when it's rainy, or in spring, when the snow is melting. The winter is more dry, as there will be more snow than rain.
Also see my tips under Sweden --> Warnings and Dangers.
Toiletries and Medical Supplies: Most things are available in Luleå, so you shouldn't have to bring anything special. Unless you have to take a medication, in which case it's probably good to bring the meds... :-)
It could also be useful to bring a good moisturizer, as the air is dry in northern Sweden.
Luggage and bags:
Sportbags... Backpackers (but of course it matter of what you've planned for you trip..)
Clothing/Shoes/Weather Gear: WARM CLOTHES at winter!! Warm shoes and gloves especially! 'Normal' clothes in summer.
Toiletries and Medical Supplies: You can buy most things here...
Photo Equipment: it's cool..
-Goretex rain gear (though it's expensive it will be well worth the investement here)
-Umbrella if you don't have rain gear
-Hiking shoes will help to see the scenery
Photo Equipment: -You will certainly want to bring a camera to capture the beautiful scenery here.
Miscellaneous: -If you will be studying here and want to bike a lot, you may want to consider bringing your bike from home. New ones are expensive here and it will be your main form of transportation. Used ones can be purchased for $40-$70, but they are very low quality.