I usually take several projects, more than I could get finished. That way, once I get there, I can see how I feel. I try to precut my fabric, but love charm square and jelly roll projects for retreats, since most of the cutting is done already.
If you have a favorite pillow, take it with you. Also, if you are of that "certain" age (as I am), you might want to take a small fan. If you like to sew barefooted, you might want to take some slippers or footies, because the places I have been to have all had cold floors. Check out the website of the retreat location and it will tell you if you need to bring your own shampoo, soap, etc.