The Ten Essentials
-Sweater or Pile Jacket
-Long Pants (wool or synthetic)
Extra Food and Water
Flashlight or Headlamp
First Aid Kit/Repair Kit
Rain/Wind Jacket & Pants
More specifically, it is important to bring different layers of clothing with you (no cotton!).
The first layer is a long-sleeved shirt or a T-shirt (no cotton!), depending on the weather. You should also pack a "windshirt, a lightweight rain shell, and a puffy." (http://goeast.ems.com/gear-to-hike-the-nh-48/) I always pack a fleece jacket, a rain jacket, and a puffy coat.
You want to wear/pack long pants or shorts along with rain/snow pants and a base layer (fleece pants, for example). Socks should be wool (again, no cotton!)