Given Loki is a Dane and they are very prone to bloating, I keep GasX and Phazyme on hand (and with me if we are going out and about). I also have a dog only thermometer (and mostly importantly, labelled as such!) We too keep Benadryl, Hydrogen Peroxide on hand, as well as Pepto and Imodium. We also share our Polysporin
Here's a great link with some handy hints for medications :
http://www.walkervalleyvet.com/otc-meds.htm
But like anything, you should discuss with your vet before trying any on your own (at least that's what I do!)
I don't keep sterile bandages, etc because Loki is so big that I would probably just grab a sheet and rip it if anything was needed.