1) Chalk. Kids love to color and outside is no exception. They'll quickly beautify any concrete structure and probably even give your outdoor furniture a face lift. (I always buy the washable chalk, but I wonder if that even matters. Isn't all chalk washable?)
3) Balls. Can you ever really have enough? Probably not. I can't count the number of balls that my kids have lobbed in various neighbors' yards never to be seen again. It seems there's always a shortage, which, of course, invariably leads to screaming and tears. (The most popular ball we have I bought at the dollar store, so there's really no excuse not to stock up.)
Woe to the mommy who is caught without the essentials.