Tools: Tows off the sand are expensive. Save yourself some money by keeping enough tools onboard to get you back to the blacktop.
Jack and Jack Board: A jack will sink into the sand; a three-foot by two-foot piece of ¾-inch plywood will keep it on top.
Water: Driving slowly on the sand is taxing, and the lack of airflow can lead to overheating. Keep a few gallons of water (potable, so you can drink it in a pinch) on board in case of overheating.
Fire Extinguisher: Rocking your vehicle back and forth is a good way to get it unstuck. It's also a good way to heat up your transmission fluid enough that it leaks out a vent hole and onto an exhaust system component, causing a fire.
Recovery Gear: Tow straps, chains, shackles, and other means to get your rig going again if you do succumb to the sand. Recovery points front and rear makes it easy on whoever helps you out of the jam.
Emergency Gear: I always have enough supplies to get me through a few nights should the unthinkable happen. This includes tarps, blankets, extra clothes, fire making kit, and plenty of nonperishable food.
Full-Size Shovel: Save the E-tool for latrine duty. A full-size shovel is much easier on your back if you need to dig your rig out.
Traction Aid: Some sort of traction aid goes a long way in getting you out of trouble. Sand ladders, like those carried in the Camel Cup, are great, though lower-cost options such as fiberglass-reinforced grate discarded from an industrial site also works. In a pinch, floor mats can get the job done.
Full-Size Spare: The beach is no place for a donut. A smaller tire will only get you stuck, and possibly damage your four-wheel drive system in the process.
Tire Repair Kit: If you have a compressor in your truck, it is often easier to plug a tire than it is to change it. Practice on some old tires before you go off-road. Spare valve cores are useful because you will lose some if you loosen them to deflate your tires.