DO bring a pack of cards or some kind of game for nights when people in the dorm want to hang out and don't have anything to do.
DON'T bring anything too expensive, especially jewelry. Theft is a possibility, and the chances it will be lost or accidentally broken are high. Also, despite the huge number of formal occasions, family heirlooms are not a pre-requisite. Leave Grandma's ring or Grandpa's priceless watch at home.
DO bring every single CD you own. Not only is good music essential for studying, but it's a must for impromptu dorm parties. Besides, you and your roommates can tape each other's best albums.
DO bring all your friends' e-mail addresses so you can create the en-masse mailing list that really will keep your old high school crowd up to date. Any manuals lying around on how to use computers will also be a big help; computers are vital here at Harvard, and you'll be missing out on a lot if you don't know how to use one.
DON'T bring summer clothes. You only have about a few weeks of nice weather before it starts raining or snowing non-stop. A couple of pairs of shorts will be fine.
DO bring your own pillow. Sometimes Harvard's pillows don't materialize, and when they do, you won't want to use them.
One final tip, though it seems obvious: DON'T bring you SAT scores. Just don't. Please.