Here is an outline of the basic gear for trekking in the Annapurna region of Nepal.

Walking boots and sandals
A water & wind proof jacket
Synthetic T-shirts
A thick pullover fleece
Shorts
Synthetic Hiking Pants
Thermal underwear
Water bottle
Warm socks(wool)
Pocket knife (Swiss army knife)
Flashlight with spare batteries
Extra bootlaces
Sunglasses
Sun lotion
Personal medical supplies
Small Towels
Day bag (for yourself) and rucksack or duffel bag (for porter)
Down jackets, sleeping bags (on your request, we provide)
Warm hat
Large plastic bag to line duffel

It is not necessary to buy anything in advance. It is possible to rent and buy many of the items in Kathmandu – for very cheap – as there many trekking equipment shops. If you do not like carrying sleeping bags long distances, you can find many of them here, both new and used.