-Flashlight, preferably with a red lense so your eyes will adjust better.
-Dark clothing, BDU's, whatever. It should match the environment you're operating in, so if you're going downtown woodland camo probably wouldn't be the best choice. Also, it's better if your pants and your shirt match, because if there is too much contrast between them it could make you a little more noticable.
-A good pair of shoes. They can be boots if you want to climb well and need good ankle support, or shoes if you want speed and stealth. I find the most important thing is that they be a good dark color, though. Some people say you should wear multiple layers of socks instead of shoes for ultimate speed and stealth, but that's just not my bag.