I know that feeling.
I suppose the worst thing, from a practical perspective, for me to leave behind would be my N810 handheld computer, but the one I'd feel most naked without is
some knife, preferably my Gerber multi-tool
and one of my lockbacks, with some flashlight (not coin cell), preferably an Akoray, close behind, and keys, N810, and cell phone (I need it as a data modem for the N810) right behind that.
Crescent wrenches, cash-wad, lighter (not a smoker, just a pyromaniac

), and all my other lights and knives/multitools definitely make me wish I'd remembered them, but don't give me that naked feeling at all if I've got the top few.
Wallet? Not even close! (Then again, I cycle, so I don't need to keep a driver's license on me, and I keep enough reserve cash to get me out of any tight spot in each of various pockets.)