I see you're thinking of Armidale (judging by your post ing the Callng All 2008 UNE STudents thread); this is good because I go there too so I know exactly what you'll be needing. I do, however, go to a different college to the ones you are looking at. There's a thread around here by ballerinabarbie on just this very subject which is excellent, but I can't seem to find it, so I'll post from memory instead (it also got hijacked, so it's useless).
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Clothes
Obviously, your wardrobe is going to need to make the trip with you to Armidale. Most of it is common sense, but all colleges will hold at least one formal or semi-formal event throughout the year and some of them are very big deals. Naturally, you'll need to bring everything related to this (and guys, make sure you have a tie!).
You should also stock up on jumpers and winter clothing. While you won't feel the chill too much during first term, winter's bite can be very nasty from second term on. This year it was bad enough to warrant three or four layers of clothing.
Electrical appliances
Remember that most rooms will only have one or to powerpoints and colleges do not allow double adaptors. You should buy yourself one or two surge-proected powerboards for use. Everything with an electrical cord must be tagged by a certified electrician before you arrive in college! While I haven't known the administration side of things to come checking, they will still want to know.
People generally have everything from televisions to bar fridges and so on, but generally seaking, you can't go wrong with a computer. If you don't have one for some reason, the colleges generally have computers of their own, as does Dixson Library up top (the campus proper). If you do bring a television, make sure you have an antenna as reception in the 'Dale is not something to boast about back home.
Bear in mind that you may not bring your own cooking appliances or air straighteners or the like. The fire detectors in the room are particle-based and highly sensitive in some cases; leaving the bathroom door open during a shower has been enough to set them off in the past.
Linen
Most colleges provide their own linen to studens; it gets changed once a week. You can, however, bring your own blankets, sheets, pillows and pillow cases, but you will need to look after these yourselves.
You may also want to look into a bed extender. These are lengths of foam that are cut to the length of the mattress and give you a little extra space. They're generally used by people who have a partner, but even if you're single, the extra few centimetres of width an go a long way (especialy if you fall out of bed a lot like me). You can get them cut, but the easiest way to get one that fits is to buy one from a returner.
Stuff for your room
Your room is pretty much yours to decorate as you wish, provided that it isn't offensive and is not permanent. Most people use posters and the like, but I have seen a life-sized 300 display in the middle of a hallway. If you wish to hang picture frames, make sure the hooks are of the stick-on type as you will not be allowed to use anything else.
I also recommend that you bring along a few cups/mugs/glasses, particularly if you feel like drinking or having coffee or whatever (your college may come with its own kitchenette, so you don't need to worry about kettles and the like). Your own cutlery may come in handy, though it is supplied by the college.
Other minor (but very useful) things to have are clothing racks for your rooms (there have been problems with theft from clothes lines), washing powder and a large bag of twenty-cent pieces for the tumble-dryers if your college has them (and they may not actually be twenty cents).
Lectures
This largely boils down to personal preference and is pretty much the same as what you would take to school. A five-subject notebook is usually a solid investment as it keeps all your notes in one place. You can buy textbooks at the on-campus bookshop, but they are expensive to buy new. There's a second-hand bookstore as well, but that's no guarantee that they will have the edition you need. Your best bet is to find he returning students doing the same degree as you as soon as they get to college (returners come one week after freshers) and buy their text books. You'll get them much cheaper than at the bookstore, but make sure they are the correct textbooks (one of my subjects in first year used the same text for eleven years and then changed at the beginning of this year). Don't worry about tape-recording your lectures as some people may suggest as many units are available via podcast. You should still go to your lectures, though, as you get the opportunity to ask questions.
Extra stuff
If you play a musical instrument or a sport and have equipment lying around, bring them! There are inter-college competitions for male and female sports and the cultural side of things (like singing, acting, dancing, etc), and every college loves to get as many people involved. Zero talent is needed; all that matters is that you get involved. The sport in particular is held almost fortnightly and several events are mass participation. Trust me, they are a lot of fun to be involved with.
Finally
This last bit is going to sound really lame, but the most important thing you can brnig is a sense of open-ness. You're going to get just one week to adapt to college life and get to know the other freshers; one week before he returners come back and the term kicks off. If you're not open to new experiences when you arrive, you run the risk of getting left behind. Believe me, I did. I've been at UNE two years and I've only just caught up with everyone else.
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And that's about it. Hopefully you'll enjoy your stay at college; I know I have. If you're indeed going to UNE (and you said you were looking at it), yYou probably won't see me (and if you do, you won't recognise me) as I like to keep quiet, but I'm fairly certain you're going to have a good time I know I did.
I can only offer this final piece of advice: be ready for anything.
