Three weeks before the event, I bought a pair of Merrell hiking shoes. Though I brought a bike, I ended up doing most of the festival on foot. After five days and who knows how many miles, my feet felt great. More to the point, my knees also felt great. These are good shoes. Washed up nicely, too.
Late to the party: I finally broke down and got one of those LED headlamp thingies. Yes, they make you look like a dork, but let's face it: you're already green, covered with glitter, and wearing a corset made out of Toyota air filters. The light is right where you're looking, and you have both hands free. Amazing! I can't imagine camping without it now.
Finally, this was the year I spent the bucks on decent eye protection. I've "saved money" in this department before, and it's cost me a lot of fun (and in 2000, a large chunk of my sanity). Never again. If you haven't been to desert yet, just take it as a given that you'll be in a 40mph dust storm. Who do you want to be? The chump with his t-shirt pulled over his head, bumping into parked cars, or the smoove dude getting dust on his teeth because he's wearing a big there's-no-grit-in-my-eyes grin?
Nasal saline is a gift from God.