It totally depends on what you plan on doing. That's a very open-ended question.
Personally, I use a Tiffen gold diffusion filter more than any other on-camera accessory, but that's just because it fits a couple of projects I'm working on at the moment.
I also find a VERY useful accessory is Gaffers tape. It might not be high tech, or electronic, but it has saved my a$$ alot of times....I even use it to seal the tape door gap when I am filming in really dusty conditions to keep grit out of the tape mechanism...
Actually,
I don't think I've ever seen this one mentioned on this page. It freakin great, especially for a run and gunner like myself. Shot 6 or 7 broadcast shows for various networks with it now and producers are always amazed. The pod. Its a little 20 dollar beanbag that screws into the DVX base. Man, it seriously makes a DVX shooters life easy. Especially if there are waist level objects around. Sure, pans are out, but pushes, pulls and racks are a breeze, and no need to lug sticks around. best 20 bucks you'll ever spend.
Your brain - definately your brain. :grin: Seriously, whatever camera you use (and, of course DVX is #1!) being able to think your way out of a problem is the best accessory there is.