Well if we're talking staying in a fixed location for years and not having to carry it all in on my back then I'd bring:
1. Felling axe, splitting maul and splitting wedges
2. Buck saw (with lots of extra blades)
3. Knives of varying lengths
4. Chisels & gouges of different sizes
5. Draw knife
6. Files & whetstones
7. Wood stove
8. Canoe
9. Snow shoes
10. Sled (for pulling things not for riding lol)
11. Rifle & shotgun (along with plenty of ammo)
12. Shovel
13. Very large box of matches (and flint and steel as backup)
14. Variety of pots, pans and other cooking implements
15. Wool blankets (and a pillow, I mean why not?)
16. Mason jars
17. All sorts of clothes
18. A bucket (could be useful)
19. Fishing gear
20. Traps and snares
21. Another person (preferably female

)
I think that would cover the basics, shelter (I'd build a cabin), fire, water, food, along with some things to make life easier.
Oh and some skill would be handy too.