Squeaky toys, even cheap ones, are always fun, or the little stuffed toys are good (and look very cute with the dog and maybe, if he or she is even cuter, she'll find a home!). I would, if you can, bring a "human treat" too, for the staff of the shelter, to let them know that we appreciate their work so much, too. Even balls, or good sticks to fetch, any old blankets or towels to make cages more comfy ... oh the list goes on!