I have an Eddie Bauer black & grey nylon gym bag. Just now inventoried it, cause I never think much about what I have in there.
My gym shorts & shirt, and a towel in the main compartment, naturally. At one zippered end my jocks, the other my socks (that rhymes!)
On top outside under elastic hold-down cords are shower flip-flops, for when they're wet. Yes, I shower at the gym when I want, I don't suffer from modern US shyness at social male nudity.
Under the main top flap is a fitted 4-bottle set of shampoo, conditioner, body lotion and mouthwash. Though honestly I often just use the dispenser mounted on the shower wall for everything if it works (well, not for the mouthwash).
Within interior side pockets are a toothbrush & toothpaste, comb, and disposable razor (the body lotion doubles for shaving cream, but I rarely shave at the gym anyway), Iburprofen pain pills, and I thought I had some foot powder. Maybe I moved it to my golf accessory bag, so I gotta get some for the gym bag, cause I sometimes use it.
In the front compartment are a locker padlock, earbuds and power cords for the iPhone. Also a silly Bluetooth over-the-ear thingee, I forgot that was there, not sure why. I've now just relocated it to my electronics accessories catch-all bag, where it belongs. Remember when those hands-free devices were all the rage?