They send you a very helpful packing list, BUT my strongest advice is to find someone who recently served in the mission you have been assigned to and ask them for packing advice. Here is a list of things that they don't tell you to bring on the list that you'll write home later asking your mom to send you. Save her the postage and bring them.
1). Laminated pictures of your baptism, family and your temple to put in your scriptures that you can show investigators