I ended up buying a rolling tote that I could leave packed with my class stuff. I also take it to retreats, so it has lots of stuff in it. Of course, that meant that I have duplicates of everything, which is not a bad thing.
One thing no one has mentioned is an iron and ironing pad. June Taylor has one that is a cutting board on one side and the ironing board on the other, so you have one less thing to carry. Most classes have a couple iron and ironing boards set up, but that means you almost always have to wait for someone else to finish before you can use it. If you take your own, you don't have to wait.
And you might consider taking a small table (a wooden tea tray works very well) so that you will have the space for an ironing / cutting area. Most classes I've been to, I get 1/2 of a 6' table, so the extra space comes in very handy.