Manduka Mat - yes, they are a little pricier, but shredding the $20 mats every 3 months was also getting pricey. I've had my Manduka Lite for about 3 years now and you can hardly see any wear. Plus it's a lovely shade of olive green. www.manduka.com
A headband - I have curly (some might say frizzy) hair. I could obsessively push the little tickly hairs off my face through my entire practice, or I can keep them back with a headband. A rubber band alone doesn't keep the hair back in the humid Mysore room. Mine are from Lululemon. However, Prana also makes nice headbands, and they produce things here in the USA www.prana.com
A small hand towel - look at that! You probably even already have one of these. It comes in handy for sweat dripping off your face and for binding in pasasana.
Mysore Rug - It helps you "cheat" in your jump throughs because it keeps your feet from sticking to the mat. It also gives a little extra cushion for seated postures and traction when you really start to sweat. www.barefootyoga.com. Personally, I prefer the feel of the rug to some of the other options such as those mat sized towels that you can use.