rubber band, 101 uses and counting. that could be a thread by itself.
erasers, they can be easily shaped, not very concuctive, can take some heat, and are cheap. (the hard drive of my laptop is held securely in place with a strategic use of a tactical eraser.
empty soda bottle missing the cap and bottom works nicely as a funnel.
i know of a few improvised explosives. most are great distractions, but i don't think i should post that openly.
peanut butter. lubricant, bait, tasty, covers pretty much any smell on your breath.