Hi Emily05 - I'm really pleased you found somewhere you like with a space. How did it go?
I send my DS1 to sessional pre-school with a couple of nappies, sunhat, sunscreen. He has to wear pumps / plimsolls / doodles, and they have a uniform T-shirt and sweatshirt he wears. The less he takes in the better, cos it can't get lost. They have spare clothing, so I don't send any in, though I would pack a change of trousers and pants (or two) if / when he is toilet training. He also has to have a hand towel, wellies and remember a coat / gloves on cold days.
I only bother naming things that are likely to come off - shoes, jumper, hat, sunscreen etc cos I'm lazy. But I accept that if anything else needs to be taken of and is lost, then it's my own fault!
Laundry pens are nice and easy, but do fade, and sometimes it's hard to find a suitable place to write the name in the clothes. Easy2name have a 'starter pack' with iron-in and stick on tapes and shoe labels, for about £10, which I've found good. Access via mumsnet discounts.
Tell us all about it! Hope you were pleased and DS loved it. My DS1 took several weeks to really settle into pre-school, (esp being left on his own as a 'big boy') but does enjoy it and it's done him the world of good in his behaviour with other kids.