I've often thought I'd like to maybe try rifle grenades.
In my M65 field jacket (hunting coat) I have a good knife for field dressing, head lamp (I like that Ray-O Vac with the red, white LEDs and the halogen spot) to find my way in the morning, duck and goose calls (okay, not of use while deer hunting, but this way I don't forget 'em when I'm duck hunting), and a camo head cover because my head is exposed in the stand.
I also like to carry a small pair of bonoculars OR my 4x Bushnell laser range finder is neat to play with when you're passing the time on stand and don't have an internet connection.
I sit there and zap landmarks to get an idea of ranges when I'm hunting a new area. It's cool out west spot and stalking, too, for obvious reasons and out there the 10x bonocs are a must. I wanna get a new spotting scope if and when I go back out west, too, very handy. Out there, I carry a pack, works when you're out all day spot and stalking to shed clothes as the morning heats up and you can carry lunch, canteen, spotting scope, shooting stix, etc on it. A good pack is a wonderful thing out in the mountains when you're hunting on foot. I love doing that, but it doesn't really apply down here in the bush for whitetail. It's all stand hunting here.
Oh, for spot and stalk, I have a belt I made up with various survival stuff, fire starting stuff, multil-tool, space blanket, water treatment tablets, compass, that sort of thing. I also have a holster I can put on it for my .357 medium frame (mostly for back packing, but I often take along a handgun for rabbits). AND, now days in the 21st century, I find a GPS VERY handy.
Something else I take to my stand, might not work out in New Mexico's mountains, is my cell phone. I can call 911 if I apprehend a trespasser (always a possibility) or if I get snake bit (lots of buzz tails down here) I can get help if I think I need it. I also keep a snake bite kit in that "survival belt", but I don't often wear that when I'm stand hunting. I try to remember the snake bite kit, though, and in warm weather I wear my leggin's.