The two things I never go to work without or fail to carry are a good flashlight (like a Surefire or Streamlight) and trauma shears. I'll have to respectfully disagree with some others here though about getting really good shears - I buy cheap or middle of the road shears - they have too much tendency to get lost or misplaced - you show up to a scene with multiple agencies, someone else doesn't have shears so you hand them yours, they absentmindedly stick them in your pocket and you don't even realize they're gone until 4 hours later. Same thing with pens.
If you want to buy a gee-whiz kind of toy, go for a Leatherman Z Rex strap cutter. It's got the cool toy factor, but honestly, he won't ever use it much to rip seatbelts or break windows, but having the built in oxygen wrench is invaluable.