I live in halls (UK equivalent of dorms) right now; I think they're slightly different than what you folk live in over in America but I'll list everything I have in it that I've added/purchased:

-bedding, including a memory foam mattress pad to make the incredibly hard bed slightly more comfortable
-hangers for clothing
-clothes horse (it's what you hang clothing on to dry, probably more common on Europe than America) and a small folding ironing board and steam iron
-Two shelves, one for books and one that doubles as a shoe rack/nightstand
-five lamps (halls in the UK tend to be very dark)
-a toiletries case to hold my makeup/lotions/hairbrush
-a pair of rubber sandals for wearing in the showers; a bathrobe to throw on after the shower; a shower caddy thing to hold my shampoo and conditioner
-plastic sticky hooks from 3M, on which I hang my hair dryer and my scarves (if you're not allowed to affix stuff to the walls, then get an over-the-door hook set; halls never have enough hooks!)
-2 potted plants, because otherwise the room is lifeless and dead
-small folding mirror, because I'm vain like that
-kitchen equipment: one pot; one pan; two mixing bowls; a knife and a pair of scissors in a chef's knife roll (good for keeping it from going dull or injuring anybody, available at catering supply shops); a wooden spatula, spoon, and ladle; and two each of cutlery set, big flat bowls which double as plates, and mugs. I trained as a chef briefly and LOVE to cook and this is all the equipment I use. If you have space/money I can't speak enough to having a slow cooker, though.

The best advice I can give is to take as little stuff as possible! There's nothing more oppressive than having a small room packed full of stuff you can't fit in. My room is only 10m^2 and I've lived in it for three years, yet there's nothing stored under my bed and nothing I own that doesn't have a specific place in my room -- so it is possible!