Clothing
The usual: shirts, pants, socks, etc. Plus, bring a comfortable pair of sneakers (you will be walking a lot, probably on cobblestones). Also don't forget to pack for the weather (sweater, jacket, etc.) and maybe bring one nice outfit for a special night on the town.

Luggage
You'll be carrying your own luggage, so pack light! Bring one suitcase and a carry-on. Some experienced travelers suggest packing what you think you need, and then taking half of it out and leaving it at home. NOTE: It's especially important to pack light if your tour includes an overnight train (you want to be sure to have plenty of room in your sleeping compartment!).

Necessities
Toothbrush, medication, sunscreen, umbrella, ATM card, credit card, some cash converted to foreign currency...

Entertainment
An iPod or other music player will come in handy on the flights and on any long transfers. Also bring an alarm clock (many hotel rooms won't have one) and an adaptor/converter (you can pick one up at a travel store in the U.S.). And, of course, bring a camera with ample batteries (you'll save money if you don't have to buy batteries abroad).

Documents
Bring your passport and a couple copies of it. Also bring a copy of your EFCB tour itinerary and a list of important phone numbers.