Tinted windows are nice. More tint the better.

Some sort of air mattress, depending on the vehicle. Even just a closed-cell pad could help even a surface out.

Reflextix - cut to fit the windows, with leftover under your sleeping pad if in a pickup or van (or Honda Element, such as I own)
http://www.homedepot.com/Reflectix/h_d1/...catalogId=10053

Skreenz (or a bunch of mosquito netting you can secure)
http://www.skreenz.com/

Something for self-defense. I camp with my dog so don't worry about being surprised.

If you don't have access to a bathroom - something to pee in and handi-wipes for freshening up a bit.

Headlamp (Petzl e+lite is all I need to read)

Chemical hand and feet warmers (for all but hot summer nights).

Keep the key fob nearby. I have a "PANIC" button on mine.

Crack a window or sunroof to keep condensation from building up.

Many Wal-Marts allow overnight stays.