Things to bring:
1. lotion - due to the weather or the cheap brand of soap in the hotel, our skin got so dry and even itchy.
2. chocolate drink sachet like Milo - you cannot find Milo in their groceries. In case you might not like their food, at least you can take something at night.
3. Umbrella or raincoat, thick jackets, etc - even if your tour guide says it's going to be a sunny day. We brought a carry-all bag, and put all these stuffs inside. and leave the bag in the bus if we don't need them.
4. sunblock and chapstick

We loved everything about our 12 day trip. We were especially excited about the 3/4 scale terracotta warrior we bought. We were told it was safe to make large purchases, as long as it was from an official store. Boy were we shocked to be hit with a $228 bill to get our warrior- when we had been assured that the price we paid in China included shipping! There was a note on the sales slip about paying fess in the US; the store manager in Xian told us that only applied if you didn't pick up your shipment from the warehouse in your town. Do not buy from the “official” store. Small items are much cheaper from venders at the museum. For large items, wait until you get home then order on the internet-much safer!
We have since heard that this deceptive "shipping included" policy is not unusual in China. Be careful- only buy what you can bring home yourself. FYI each person (even your children) in your party can bring home $400 worth of goods, any extra is only 10% duty tax.