Many 3 and 10 dB Attenuators, I keep a 3 DB on my SA as a form of cheap protection at all times.
A few TTL crystal clock oscillators to make harmonics for sanity checks. 1.0, 3.3, 5.0, and 10 Mhz are typical, unless you have the tracking generator, in which case you probably don't need the harmonics.
I find a 50 ohm load to be useful for determining if that weak spike is a spur or a actual signal, by shorting the input with the load. Also pays to have 50 Ohm dummy loads if working with higher power or transmitters.
A directional coupler (better yet a pair of them ) for the region of interest.
A near field probe for the region of interest, can be home made.
A 6" / 15 Cm collapsible whip antenna.
As many as you can afford GOOD QUALITY Adapters between BNC/SMA/N for versatility. You'll find BNC cables much more fun to use then N cables unless your in a professional lab. Avoid adapters with internal coil springs, such as some low cost BNC "Tees".
Lots of high quality short cables with various SMA, BNC, and N connectors.... Short cables are usually a better idea then using a lot of adapters.
A few WA5VJB Log Periodic Antennas across the spectrum if you want to hunt signals in the far field.
If you don't have a tracking generator, a PTS160 or PTS250 synthesizer with the front panel knobs is a blessing and cheap. If you have time to make a set of switches, a PTS160 without the knobs goes for cheap, using the rear panel programming.
On my buy soon list is one of these:
http://www.hsmicrowave.com/CMG.htmlSteve