Essential Items
Wound supplies:
Hydrogen peroxide (it stings less than other cleaners)
Antibacterial ointment
Bandaids (“sport” ones bend and stay on)
2x2 gauze pads (for cleaning wounds)
4x4 non-stick gauze pads (can be cut to any size)
Cloth tape
Duct tape
Scissors (blunt ended, the ones trainers use)
Gloves (latex-free, always use gloves when dealing with blood)

Blister supplies:
Mole skin
Scissors (blunt ended, the ones trainers use)
Gloves (latex-free, always use gloves when dealing with blood)

Insect sting supplies:
Tweezers
Hydrocortizone cream

RICE (Rest, Ice, Compress, Elevate) supplies:
Ace wraps
Instant ice
Plastic bags for ice

Concussion supplies:
SCAT card
Pen

Emergency supplies:
Directions to the nearest hospital (for any location at which you practice or play)
Emergency contact info for each player
Informed consent to first-aid treatment forms for each player (more on this below)
Prescription medication for players with asthma or severe allergy requiring EpiPen use
Emergency blanket (these are plastic, for hypothermia)
Rescue breathing mask for CPR (someone on the team should be certified in CPR)

Liability:
Medications should not be given by a coach to a player.  A coach may be held liable should something happen to an athlete that they gave medication to (even muscle rubs).  If you intend to give any medications to a player, especially a minor, it is a good idea to include them specifically on your informed consent form (sample form in the Appendix section).