Bring a lock box to store your ID, cash, and wallet in. I was surprised to see that none of the drawers in the room had locks on them.

I've never heard of a dorm that didn't have a vacuum that students could borrow, and I've worked with about four schools. I say replace that with an ironing board. I had many occasions where I needed wrinkle free clothes, and ironing on my desk chair wasn't the easiest.

I brought a ton of cooking supplies for our tiny communal kitchen. They laughed the first day at my spatulas, cheese graters, etc, but the rest of the year they happily ate my chocolate chip pancakes. It was always nice to at least pretend we were "home."

Cheap neutral throw rugs to cover the multitude of stains left by previous inhabitants but nothing that you're going to be upset over wrecking or losing. Preferably something that is machine washable. I had four of them and they were invaluable to me and my roommates. I got them on sale at Kohl's for something like 5 bucks. Can't beat it. I also highly recommend splurging a little on your bed. Make it comfy! Get that foam memory topper and accessorize with lots of fluffy pillows. You spend a lot of time in college in/on your bed.

This is more DIY than an accessory, but...this is in line with the lockbox idea.

If the dorm has two rooms with a shared ensuite bath, you can keep your crazy suitemates out with a borrowed power drill from the housekeeping staff and a lock/chain set--the most important thing I took to college.

Although there was a vacuum you could borrow as well, it was pretty gross.

And to second Cjay's idea, anything that makes an instutional mattress more comfy!

you know, i never got along with my very southern grandfather. he never understood why (a) being a woman, i'd want to go to college in the first place or (b) i'd be the type of woman to not wear dresses or date boys.

but when i did go to college he gave me a toolbox full of tools, nails, hooks, etc. it was oddly generous of him in many ways. but it also was the most well used item i brought with me. everything in those heavily used dorms needs repair. and no one else brings tools. you get to (a) fix things in your living space and (b) get to know everyone as you are suddenly the popular kid who has tools.

If you're in an old-school primitive dorm room with no kitchen, an electric kettles is useful for making hot drinks and ramen noodles.

Hamper
Iron/Ironing board
Minifridge & Microwave
Curtains
Contact paper (to line drawers which can be pretty funky)
Masonry screws or nails if you want to hang pictures and you live in a hall made of cinder blocks (like I did my first 2 years of college)