The following items were found at Home Depot, but I imagine any quality hardware store should stock most if not all of these items
along with sand paper, Steel Wool is great for many tasks when working on firearms. I get the 0000, super fine stuff, it works great for knocking down whiskers on stocks and removing blemishes or light rust on blued metal
If you are going to work on guns, you'll probably end up working on stocks and if you work on stocks, you're probably going to need some glue at some time. Whether you prefer Tightbond, Gorilla or Elmer's, make sure to keep some on hand and refresh them from time to time as they do go bad.
Wood dowels are hand for plugging barrels (when rust bluing), checking barrel length and filling screw holes in stocks.
You can also buy the pre-made ones, they come in different sizes although the 3/8" ones will probably be all you need.
3M Blue painters tape comes in handy for a lot of projects. There are other brands, but I prefer 3M.
Acid brushes are great for applying oils and chemicals
Clean up time is easier when you have some Acetone handy. I always keep a gallon on hand.
For removing bluing and rust, I use Naval Jelly, aka Phosphoric Acid, aka H3PO4. It is a mild acid that works really well at removing just the layer of rust and bluing on the surface.
I like Citristrip for removing old wood finishes, while not as strong as others on the market, it is safe to use indoors and when you live in the rain forest like I do, you'll appreciate that.
For applying the naval jelly or finish stripper above, I like to use 1" chip brushes, Amazon will sell you a box of 36 for under $13
Another great solvent to have around is Brake Cleaner, the new stuff is much less harmful (I can speak from experience on this), the pressure and cleaning action can get even the filthiest gun parts clean, and it leaves no residue behind, where safety glasses when using...trust me on this
These items I found online at Dollar Tree, I'm sure the other $1 stores will have the same or similar items
Cotton swabs come in handy for applying chemicals or doing fine clean ups like when filling roll marks with paint or removing just a drop of glue
small paper cups are great for holding things or mixing chemicals, you'll be surprised how often you use these.
I found these at my local $1 store, they work great for putting a small amount of stock oil in when refinishing a stock. also for soaking small parts in solvent.
When mixing epoxy, body filler or any 2-part compound, you will want some popsicle sticks.
Guns have lots of parts, loosing just one can be a huge pain in the ass.....keeping a good supply of zippered sandwich bags can save you the hassle. You can also use them to cover parts as you disassemble them, preventing springs from going into low Earth orbit.
Chalk is good for keeping your files from getting clogged with metal shavings, you can get 20 pieces for $1
I also found these wood dowels at Dollar Tree, They appear to be close to 1/4", but might be 6mm (they are made in China) either way they will work for a #12 or smaller screw hole.
Dish soap is great to have on hand for when you need to screw on a rubber recoil pad with blind holes. It acts as a lubricant to prevent tearing the rubber, be sure to use a round shank screw driver as well.
These items can be found at most gun shops, department stores (Walmart) or online.
I go through a large amount of gun solvent and I have been a fan of Hoppe's #9 forever. There are lots of brands out there, just make sure to keep a supply on hand.
Same goes for gun oil
and gun grease...
Here are some items you will need to supply from home:
I use this on almost every project. It is a 1"x1"x 5" piece of purple heart wood (although oak or any hard wood will work). I use it as a backer for sanding metal and wood to keep everything flat.
I have been told you are not supposed to recycle these, so put them to use in your shop to hold extra nuts and bolts.
Don't throw away your old tooth brushes...re-purpose them. I use these for cleaning guns and parts.
Cereal box cardboard works great for mixing epoxy, Acraglas and JB Weld. I also used them when painting parts.
Another item you can source from home is used plastic containers from cheese, margarine, sour cream etc.. I use these when nitre bluing, cleaning parts or even mixing chemicals.