Have you seen this awesome bra from Lululemon? It is hilarious and functional all at the same time. I personally hate carrying things with me when I run but I know a few gals who always have chapstick and their phone with them. And really kleenex is a great idea for a long run - if you can keep the sweat from turning it into a wet wipe.
On short runs I don't bring anything with me and on long runs I have my GU, water and my nano. Oh and I always have my Garmin on. I am trying to get in the habit of carrying a little cash and ID with me as well - but usually at 5:30 am I manage to forget.