Luggage and bags:
Rucksacks are always good! Make sure you can carry the, public transport is not at it's best...
Clothing/Shoes/Weather Gear: Waterproofs! Hiking shoes are normal gear in Fort William so don't be shy to wear the on the High Street as well...
Toiletries and Medical Supplies: Midge repellent!!!
Photo Equipment: Bring everything you have got, you'll need it!
Camping/Beach/Outdoor Gear: Water-and windproof clothing, good hiking boots, and a good tent - that should do.
Bring some wet weather clothing...it's almost sure to rain on you at some stage during your visit...especially if you visit in the autumn or winter months.
Photo Equipment: Take lots of film for the many photos you will take around Glen Coe! :)