As someone who suffers from G.A.S (gear acquisition syndrome) I enjoy seeing what other photographers have in their gear bag. I wrote a blog post about my gear bags for those who also like seeing that stuff.
When skiing: skins, basic tools, water, food, shovel, probe.
When traveling: Waterproof shell, maybe a second lens, snacks, water, change of underwear and socks, IF I intend to do a long exposure a small tripod and remote release (if not, I don't bring these things; they are only used when planned specifically for), extra batteries and CF cards.
When walking around: I don't bring a bag. I have my camera, and maybe an extra batter in a pocket.
Oh, and I no longer own a photography bag. The more I shoot for work, the more I have transitioned to normal backpacks with a camera shoved in with the rest of my stuff... maybe wrapped in a soft shirt or something.