One of the frustrating things I had to deal with when I recently miscarried my twins was that I couldn't find out what I should have available to make things easy when I miscarried at home naturally. Here's my suggested list:
A safe place to stay - A bathtub is a good one if you are concerned about saving the remains, also if you faint, you aren't going to fall and hit your head. Clean out your bathtub with disinfectant before you need it. You could also stay in your bed, but you will need to line it with plastic, towels or probably, best... chux pads.
Sanitary pads - Get big regular ones. This is how most health care providers will measure your blood loss.
Chux pads - or any other bed pad - look in the incontinence section of the drugstore (near the Depends :-). They are absorbent on one side and plastic on the other and are flat. These are great to keep down the mess and to sit or lay on. Don't use a towel to sit or lay on, because it can absorb a lot of blood making you not realize how much you are losing. Ask me how I know :-P It's more obvious on the Chux pad.
Wipes - These are good for a quick clean up of your hands or legs.
Paper towels - Two rolls, to help clean up with.
A small bowl - to save the remains of your precious one. I think you'll be glad you did. I did not find this at all disturbing, but rather it gave me comfort to know I wasn't grieving over nothing and to be able to say goodbye.
A cup to drink from and it might be a good idea to have some gatorade or other electrolyte drink to keep you hydrated.
HemHalt - or other remedy to help stop excessive bleeding
A measuring spoon for medication
A camera - I know that doesn't sound appealing right now, but there may come a time when you can't remember and wish you could. (Hat tip to Erin)
A phone to call for help
*Someone who will come stay with you! This is critical. Everything should go smoothly, but if you were to faint, you can't very well get help yourself.
*Someone who you can call to help in an emergency - your doctor or 911 or best of all, a local midwife who can come and give you objective assessment and help.
**If you have had excessive bleeding in the past, or if you are expecting multiples, you probably ought to ask a midwife to come stay with you the whole time, as you may bleed heavier than others.
Hope that helps,