Luggage and bags:
Usually I'm only up there for a night or two, so an overnight bag is all I need.
Clothing/Shoes/Weather Gear: Snow boots, ski clothing, parka, warm socks, long underwear... you know -- what do you wear in the snow? That's what to pack and wear!
Toiletries and Medical Supplies: Remember that you're going to a higher altitude, so you should pack your gooey stuff in sealed baggies in case they pop open with the change of pressure. Don't forget sunscreen, lip balm and skin lotion.
Miscellaneous: For that long drive, you might want to bring along an XM stereo so you can hear some good tunes, a GPS unit for finding ways around traffic jams and your cell phone to let your friends know where you are and that you're safe when the roads are treacherous.
if it's summer bring your shorts and some sun screen. It can get very hot and the sun will burn quickly if you're not careful. It may cool down at night so a light jacket or sweatshirt is recommended.
In the winter be sure to bring somthing to keep you warm esp. at night. It snows here as most are aware and if you want to be out in the snow you'll need to keep warm. Gloves, a hat and proper shoes are also recommended if you're going to spend some quality time in the snow.
Toiletries and Medical Supplies: Most everything can be purchased from the local grocery stores. They have all of the big ones like Safeway, albertsons, RiteAid, etc... so if you forget something chances are you can find a replacement.
Miscellaneous: Bring a jacket for summer evenings, because it always cools off at night due to the high elevation. Make sure you bring or buy sunscreen and water all year long, due to the sunny weather, high elevation, and dry air. Have a set of snowchains for your car at least from October through April. And, last but not least, bring $$$$ if you plan to hit the casinos!