So, here's the short (haha) list of items that you'll want to be squirreling away as you wander the wastelands. This is the list of things that may not have an immediately apparent use, but that you'll want at some point in quantities. I have not included things that make custom weapons other then the Bottlecap Mines and Nuka-Grenades.

Abraxo Cleaner (plentiful) - Nuka-Grenade, collect 50-60 or one for each Nuka-Cola Quantum that you've found that you're going to convert into Nuka-Grenade(s).

Blood Pack - Unmarked quest item (only worth about 15 caps).

Brotherhood Holotag (rare) - Unmarked quest item. Looted off the corpses of fallen Brotherhood of Steel NPCs.

Camera (uncommon) - Unmarked quest in Broken Steel.

Cherry Bomb (rare) - Bottlecap Mine, get as many as possible.

Fire Ant Nectar - Unmarked quest.

Lunchbox (uncommon) - Bottlecap Mine, get as many as possible.

Nuka-Cola - can be used to make Nuka-Cola Quantum later, collect as many as possible

Nuka-Cola Quantum (rare) - Quest or Nuka-Grenade, collect as many as possible. Save 30 for the quest if you're going to go that route.

Pre-war Book (uncommon) - Unmarked quest

Purified Water (uncommon) - Unmarked quest to gain karma.

Sensor Module (uncommon) - Bottlecap Mine or Broken Steel unmarked quest, get as many as possible

Scrap Metal (common) - Multiple unmarked quests.

Sugar Bombs - Unmarked quest.

Super Mutant Blood Sample - Unmarked quest in Broken Steel.

Teddy Bears - unmarked quest in Pitt DLC, collect as many as possible

Tin Can (not the Bent Tin Can) - Nuka-Grenade component (plentiful), collect about 30-50 or one for each set of Nuka-Grenade(s) that you plan on creating.

Turpentine - Nuka-Grenade (somewhat common), collect as many as possible.