Footwear is definitely number one in my books. Although I am very curious about barefoot running, working out in the gym requires some form of footwear. These were a birthday present to myself and I've put them to good use! It's amazing the difference that a fitted appropriate for you feet pair of shoes can make. My knees no longer hurt and neither do my feet. Having high arches I always thought that I needed then supported when really I needed neutral shoes with appropriate cushioning. I say that the investment is without a doubt worth it. My next purchase in this department will be five finger shoes, to try out the barefoot running style. I think that going to a dedicated fitness store with people who know what they're talking about and who can really help you with fit is anyone's best bet to an awesome pair of shoes.
Next on my newly discovered but now essential list are compression sleeves or socks. I always had issues with my calves "seizing" up after a really good run and it discouraged me from pushing harder. Turns out I have circulation issues from having been sedentary. These have made my workouts easier to recover from and no more tight calves!
Properly fitting clothes are without a doubt much better to work out in. Being comfortable at the gym should be much more important than the latest fashion or fitting into a certain size. I prefer shorts and sleeveless tops, and I make sure to have the appropriate support for the girls as well. This means a running bra for running, a sports bra at the gym or hiking, etc and maybe just a built-in for yoga or the like.
This one gets a ton of use in my fitness regiment, not only do I use my yoga mat for yoga itself, but also to do calisthenics, quick workouts and stretching. It's also great to sit on for meditation.
Having a set of weights or elastic bands are great to have around when you feel like focusing on specific muscles or want to add resistance to some body weight exercises. I like using them mostly for arm and chest workouts.
Those are really the basics, the next ones are not necessarily essential. But they are my current "obsessions".
I've become seriously acquainted with the stepper at my gym. I always climb a minimum of 1000 steps, up to 2000. It's my favorite workout at the moment and boy does it get me sweating!
Ever since I trained for the rowing team, I've loved the rower as a full body cardio workout. Learning the proper form was a godsend and I've been pushing it on this machine ever since!
The rest of my workouts consist of yoga classes, strength training with either body weight exercises, free weights or the machines at the gym, tons of cardio including the two above as well as cycling and running. It's going very well for me because of the variety that I include in my schedule. I feel stronger and fitter, and it only gets better from here!