Climbing courses only

Comfortable rock shoes, climbing harness, climbing helmet
Belay device and appropriate locking karabiner
Nut key (on cord with a snap-gate karabiner)
1 x 60cm, 120cm, 240cm slings
3 x HMS karabiners
Prussik loops of 6mm cord, 2 x 40cm and 1 x 60cm
Chalk bag

Climbing and mountain courses

Approach shoes / light walking boots
Full waterproofs
Synthetic base layer not cotton
Warm, comfortable clothing, again synthetic. A few thin layers are better than one thick one.
Warm hat
Warm gloves
Extra clothing such as, a fleece top, dry gloves, balaclava / polarbuff
Whistle
Sun cream / insect repellent
Sun glasses
Water bottle
Flask (an essential item in my experience)
Hill food for both days
Personal 1st aid kit and medication
Emergency food (chocolate, marzipan, etc)
Rucksack, at least 40litres in capacity
Camera
Wash kit

Mountain courses only

Walking boots + good quality walking socks
Gaiters
Good quality head torch (ensure you have plenty of battery life).
Plastic survival bag or similar.

Navigation course only

Type 4 silva compass
1:25000 O:S map of the course area (laminated)
Red, fine tipped waterproof felt tip
5 x cord locks and 50cm of 3mm cord

Spanish courses only

E111, passport, personal accident insurance, holiday insurance is strongly advised and of course some Euros.