Is it at a residence?
Bring something for the host, particularly if they are providing food/drinks for attendees. Perhaps a bottle of their favorite ripple or a fine cigar. Just a small gesture to show appreciation for the host and using their home.
Regardless of a home or an establishment:
Bring some cigars that you like to smoke that others may not have tried to PIF or trade. This isn't a requirement by any means but inevitably people will start moving cigars. I would suggest bringing more cigars than you plan on smoking because everyone likes trades and trying new things.
Overall, just make sure you bring yourself and a good attitude to have a great time with some B/SOTL