Great advice so far guys, especially BullWinkle's sums up a lot of them nicely.

GoreTex. I've tried dozens of other 'waterproof/breathable' garmits and none ever work as well. Buy GoreTex or don't bother. Boots, coat, gloves, those are the big 3. Make sure your coat has an attached hood, ones that snap/zipper on or off WILL be left at home or lost and they leak when it's really wet and cold.

Buy the best glass you can. Cheap scopes or binos will eventually fail, usually when you want/need them the most. Good glass is worth it, trust me.

Always know your backstop. I came within an inch of shooting a grouse once with my rifle. I held off, knowing there was a camp around the corner in years past and sure enough, there was one this time too. That would have been a really bad day for me and anyone in that camp.

Stay out all day, every day. I've got a few of my deer/elk in the middle of the day when everyone else was back at camp for lunch.