This is targeted at people going to the track for the first or second time and is a) a guideline b) a work in progress. "Track" here means HPDE and racetrack, not Auto-x, although much will apply.
Things you may want to buy
a) Track-oriented brake pads. Most street pads can overheat at the track. A mild track pad is probably what you'll want for your first time.
b) a second set of rotors if you're using different pads the the track vs street. Dont forget to properly bed the pads/rotors! Some people get away with the same rotors for street and track pads, but there are extra precautions required when doing this.
c) Better brake fluid.
d) Tires. The track can be pretty brutal on all-season tires. If you have the resources, a track set of wheels/tires is awesome to have, but definitely not necessary. Just throwing it out there as something to consider! Do NOT buy "race" tires if you're not 110% sure you know what you're doing. They do NOT behave like normal tires and unless you're actually, you know....racing, there's no reason for them.
e) Seatbelt lock (this is a personal fav). See this thread (link).
f) Helmet. Depending on the track, who you're going with, etc... there may be loaners available, but maybe not. You can also try borrowing from a friend instead of purchasing outright.
Things to do before you get to the track
a) It's a good idea to change your oil before you go to the track. At the bare minimum you'll want to make sure your oil is topped off.
b) Get tech inspected. This is usually required and is definitely recommended. Here is the NASA checklist (link). I'm not going to specifically mention all the things on the list.
c) Check tire pressures.
d) Remove all the stuff in your car you wont be using over the weekend.
e) Change brake fluid, pads, etc... AS LONG AS IT'S SAFE TO DRIVE THERE WITH THEM INSTALLED. for example, some brake pads are NOT recommended for street use. Don't put those on if you're driving to the event. If you're changing pads (and rotors) you need to bed them if its the first time using them.
f) clean your windshield and mirrors. You dont want to have to deal with smears, glares, etc.. at the track. You'll have enough going on.
g) YouTube the track and try to get familiar with it. There are many different configurations (and sometime directions CW and CCW) so try to get the right one!
h) get an alignment. An improperly aligned car can a) be unstable b) wear down tires quickly and c) not corner as well.
i) Install the tow-hook that came with your toolkit. In the event that you DO get in an accident, stranded, etc... this will significantly cut down on the time it takes to get you out, and potentially the amount they charge you to tow you out. Everyone else at the track will thank you as well, for not cutting their time short while the whole track closes down to fish you out.
Recommended Things to take with you
a) Extra oil and funnel. Our cars can burn/eat oil, and you'll want to make sure you can top it off throughout the day.
...1) Torque Wrench
...2) Sockets and ratchet
...4) Screw Drivers
...5) Tape (Duct and Masking)
...7) Windex (random i know, but you dont wanna have to deal with a bug smear on your windshield at 100+ mph). Definitely optional.
c) Jack and Jack stands. You've got all the tools to work on your car, now you gotta make sure you can safely get to all the bits!
d) Fuel and funnel. You'll be burning a lot of fuel. While there is usually a pump at the track, you'll be paying a big premium. If you have some gas cans, you may want to fill them bring them.
e) An air compressor. There should be one at the track, but it can be nice to have your own supply and not have to wait in line.
f) Related to above, a tire pressure gauge.
g) sunscreen. Hopefully you're hitting the track on a nice day. Don't get burned.
h) food/water. It should be available at the track, but better safe than sorry.
i) cash. Who knows what may happen. You might need something from a fellow-track goer.
j) a light pair of long pants (depending on the season). Many/most places require long pants, and the car can get pretty hot.
k) gloves. Both for working on the car and for driving
l) good shoes for driving. If you're used to heel-toeing in a wide shoe, bring those to the track! But make sure they're comfy
m) Log book ("HPDE Passport"), if you've been before.
n) Spare brake pads. Chances are you wont be able to find a set at the track. If you finish your set, you'll be going home early.
Things to do once you get to the track
a) Remove any items left in your car. Things like floormats, spare tires, user's manual...anything that isnt bolted down should come out.
b) Put your numbers on each side. Many/most infrequent track-goers just make their numbers out of masking tape.
c) Remove license plate. First, you'll get better airflow into your radiator. Second, insurance companies and dealerships can give you crap down the line. I've heard stories about voided warranties because the car was tracked, which isn't an authorized use of the car. REMEMBER TO PUT IT ON AGAIN AFTERWARDS.
d) if you're swapping pads/rotors at the track don't forget to bed them in.