I have survived the Challenge Walk for five years now and am excited about participating in my sixth year. Over the years, I have learned through trial and error, talking with other walkers and crew, and the good old fashioned hard way which items are necessities and items that add fun and comfort to the experience. I have compiled a list of things I bring, but encourage you to talk with other walkers and crew as well, as each may have different advice.
2-3 pairs of shoes: All well broken in (but not broken down) before the Challenge Walk.
9+ pairs of socks: At least 2-3 per day, as well as maybe a pair for the cool evenings on the cape.
Head cover: The sun can be brutal, so bring a hat or bandanna to cover up your head.
Sunglasses: If you wear them regularly, bring them to the cape!
Sunscreen: Even in September, you can burn. Better to come prepared and covered up, especially for your nose, shoulders, ears and back of your neck.
Fanny pack: Mine is big enough for my blister kit and two water bottles, and I have plenty of room for other things, like sunglasses, cell phone, camera, chap stick, snacks, and it's still small enough that it doesn't hurt my back to carry it.
Two water bottles: Absolute must-haves. You will be much more comfortable and happy if they fit into your fanny pack. And one in each hand will keep you better balanced!
Crocks/flip-flops/sandals: Something for at night that is not your sneakers. Keep in mind your feet will swell, and they should be comfy for your hard working feet. Flip-flops are ideal for the shower.
Ziplock Bags: Makes packing easier. Put your outfits for each of the three days in their own bag. Pack a few extra to put dirty or wet clothes in. Bring one for your camera and wallet/information.
Newspaper: Should it rain, stuffing newspaper in your shoes at night helps to dry them out.
Sweatshirt and warm pants: It can get chilly at night, even under the big tent with 600+ friends.
Music: Plug your iPod or MP3 into small speakers to keep you, your team, or fellow walkers moving during those longer miles. (Note that earbud or headphone use is prohibited, as you need to be able to hear oncoming traffic!)
Layers: Weather on the Cape is unpredictable. Cool mornings and evenings and warm to hot mid-days have been the average the past few years. Except of course during Hurricane Hannah! Things like a long sleeve shirt or wind pants, especially those that say they will keep you warm in cool weather and dry in hot or wet weather are great. They also fold up small and can fit in your fanny pack until lunch where you can ditch it in your change of clothes bag.
Cooling gear: MSer or not, sometimes it's nice to have a cooling hat, vest, bandanna, or wrist wraps.
Rain gear: A rain poncho and two shower caps. A woman who is an Avon Breast Cancer Walk alumnae shared with me that if you take the shower cap, cut a small slit in the top so you can slide your socked foot in, then put your shoe on, and the elastic shower cap over your shoes, it keeps your feet dry in the rain (or hurricane).
Walking stick/trekking pole: If you train with it, bring it.
Pen and paper: You might want to keep in touch with people you meet or network with on the walk.
Flashlight: So you can see walking from the main tent back to your cabin at night.
Topical muscle rubs: Hopefully you won't need them, but my, oh my, do they feel good on tight, stiff muscles at 6 AM! Things like Bengay, Icy-Hot, and Biofreeze not only feel good, but the smell of them goes really well with the smell of bacon and eggs in the morning!
Other odds and ends suggested on the msnewengland.org MS Challenge Walk page include toiletries, towels, pillow, sleeping bag, wind-breaker jacket, sleepwear, special prescription medications, anti-blister aids/blister kit, insect repellent, pillow, identification and insurance information, soap, deodorant, camera/film, petroleum jelly or body glide, and spending money. Remember your bags must be under 40 pounds. If you can't carry it because it's too heavy, don't ask the volunteers to.
You can find the full Fundraising and Training guide online.