The only things you absolutely need to bring are shoes, clothing, and deodorant. You will probably regret bringing things like linens and toiletries once you see how cheap they are in E”Y.
Also, it’s unwise to bring any sort of hair appliance or some such. Everyone my year who brought their U.S. appliances had problems. You can get a cheap one there, or you can just mooch off your foreign classmates (like I did ^_^).
Also, like yummy said, it’s much better to buy school supplies there, because the standard paper size there is different, and won’t conform to your American binders/notebooks.
Shabbos bag – you don’t have to bring one because Masa will give you one. 🙂
Oh, and a camera is a good idea. But you don’t absolutely need one, because 17 other people will have the same exact pictures that you do. (I know this because my camera broke in the middle of the year.)