I never leave home without my old timey compass and zippo (for basic survival), some kind of song playing device (usually an ipod or an iphone, although I also use an old walkman from time to time, whatever works) and one of my small boxes with the Moroccan soap, which I like to smell; it relaxes me in a way. There are also a few necklaces which I'd wear or carry around. On longer or overnight journeys I always take my notebook, whatever book it is I'm reading at the time and my guitar.
The real comfort items tend to stay at home though, because they are irreplaceable. Those are things like a poem that was sent to me, a photograph taken by an old lover with a short message written on it and a post-it written by her daughter on the back, a small drawing by my gf, some letters, some books I hold dear, a napkin with a lipstick kiss, little notes, things like that. Small tokens of affection and love really. I keep those around, here at my desk and at my bed. I sometimes fall asleep with my guitar, but a couple days ago I fell asleep with the poem because it really brought me comfort while I was feeling low. When I have a particularly difficult journey to go on, I might take some of those with me too, but I just don't want to lose them. Where the other items help me with some sensory issues - the music, the soap, even the zippo with its sharp edges I like to run my fingers against - these make me feel less alone.
To make things really sad the wall behind my screen has all the fan mail messages I got on tumblr glued to it. I know it's a fleeting thing to the people who wrote them, but to me it's a tangible proof that something I made affected people in a nice way, that I'm not the ghost or spectre I often feel like. They are there for self-esteem, to keep me from spiraling down in crippling doubt.
Yeah, that's about it probably. Maybe there are other things I don't think of right now, but you get the picture.