Just based on what we've seen, I'd bring:
Prefab buildings. maybe just small huts that you can beam down, after which you can set about building homes and the structures from more traditional materials. No sense in wasting replicator energy when you can hew logs with a hand phaser and build some pretty decent wood frame buildings lickety split!
Probably something like the Argo vehicle, and some shuttles or shuttle pods. You'd want them for in atmosphere and short range space transport, and doing things like lifting stuff helicopter style (see USS Voyager swapping out warp coils here).
Livestock & crops. For some reason so many colonists are farmers, possibly because the Earth Utopia isn't conducive to agriculture's harsh realities? But probably a good idea for energy conservation, and maybe even mental health reasons. What else is there to do on the frontier but farm?
Obviously the usual compliment of phasers, tricorders, and communicators would be insanely useful. Although I might opt for older, simpler to maintain options in this regard. Probably you'd just require settlers to bring their own and leave the choice up to them.
A shield for the colony would also be good, for both defense and environmental control. Although really I think you'd prefer to go someplace Earth like if you can help it (makes filming easier
). Ideally the shield doesn't need to be up all the time, just when danger is near (saves on energy that way).
Everything else I think depends on the type of colony you are setting up, with different sorts you would need different equipment, and equally how far out on the frontier matter too, although I'd assume for plot reasons were are talking the far frontier where you've got minimal Federation support. I feel like new colonies attract the sort of people who
want to rough it, such that even though by the 25th century tech is starting to border on magic, they'd still want to do things simply and in a slightly old fashioned way.
Incidentally, I suspect people who have been flung forward in time would actually be ideal settlers. By virtue of not being born in the 24th century they would be able to live comfortably without a lot of the things 24th century people feel they need, and a sort of freer and less developed society would not only need their talents but be more tolerant of their essentricities. To most 24th century people we'd probably seem like dumb, bigoted hicks from the stupid ages before they invented taste, but we already live with resource scarcity that would bring the typical Federation citizen to their knees (or tentacles). That 1980s stock broker guy might not fit well in 24th century society, but out on the frontier where resources are scarce and you need to trade with other species, he'd make a great negotiator. He's probably wind up being the Governor eventually, and stinking rich to boot!
I guess my point is that you'd also really need to bring the right people along with you to make a colony. And that those people probably are quite different from Starfleet, or civilian scientists, or other utopia dwellers we often see on Earth or at Star Bases and the like. You'd want a bunch of hardy, brave, and like minded people, much like many of the settlers that we see in the show. And you'd probably also get a bunch of anti-social, rough around the edges types like the Maquis too. In any case, it's clear that the success of a colony early on depends on picking good settlers almost more than anything else.
