Pathfinder Items: Consumables #1 by Avatar

Steven provided this handy list of items newer characters (and some older characters) should consider buying:

Items costing 2 prestige (or 750gp) - which will save your life:

Wand of Cure Light Wounds (50 charges, 1d8+1 instant healing)
Wand of Infernal Healing (50 charges, fast healing 1 for 10 rounds and you detect as evil for its duration; a guaranteed 10 hit points of healing, great for casting outside of combat)
Potion of Fly
Potion of Cure Serious Wounds (give it to a party member to feed you if you fall for 3d8+5 instant healing)
Potion of Lesser Restoration (better than taking 3 rounds to cast it normally)

Alchemical items:

Antiplague, 50gp: +5 to fort saves vs disease or a two rolls to save if you're already infected
Antitoxin, 50gp: +5 to fort saves vs poison
Alchemist's Fire/Acid Flask/Liquid Ice - needed vs swarms since your weapons won't work.
Air Crystals, 50gp: they'll stop you drowning
Tanglefoot Bag, 50gp
Thunderstone, 30gp: handy vs spellcasters
Weapon Blanches (Cold Iron (50gp), Silver (5gp), Adamantine (100gp) or Ghost Salt (200gp)): for overcoming damage reduction for one hit per blanche
Alchemical Grease, 5gp: +5 to CMD and Escape Artist vs grapples. Apply before grappling, not during - your GM might say you can't do so during a grapple.

Gear:

a ranged weapon (even if you're a melee fighter)
a shield
a mount, saddle & barding (any, as long as you have some Ride skill)
Cold/Hot Weather Outfits, 8gp: +5 to fortitude saves in extreme conditions
Everburning Torch, 110gp: to overcome Darkness spells thanks to the 2nd level spell Continual Flame being cast on it.
Spring loaded Wrist Sheathes
Caltrops, 5gp
Rope, 50ft (hemp (1gp & 10lb) or silk (10gp & 5lb)

Scrolls:

Paizo also posted a great guide of items, some of which are in this list.