This is a good thread to start... I carry the following.
1): Metric wrenches & socket set
2): Diesel filters for the 606.
3): Diesel oil.
4): Gallon of water (for the coolant, God forbid or if I desperately need a drink)
5): Some diesel-kleen junk or diesel purge
6): MAF sensor (I've replaced enough MAFS on 210s to know when they fail it's PITA)

My best addition has been the MAF sensor so far.

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Only diesels in this driveway.
2005 E320 CDI 243k Black/Black
2008 Chevy 3500HD Duramax 340k
2004 Chevy 2500HD Duramax 220k