Leaders.
Extra bobbins.
I also have an alternate bobbin case, one 'tuned' to 40 weight thread and one for 70 wt. This way I don't have to mess with that pesky little screw when I switch thread weights.
I also have a stand alone bobbin winder. Pricey, but I think it's worth it. this is the one I got:
http://fancyquilt.com/store/viewitem...%20productid=0