I'm placing this at number one, because it is the most important - LIGHT UP YOUR BIKE! Most burners use El Wire, but there are many other bike light choices as well, like these wheel lights.
When heading to festivals in dusty environments, it's important to use a bicycle chain lubricant designed specifically for dry conditions. LIKE THIS ONE
Regular bike lubricants can become gummy in fine particulates like playa dust, potentially jamming the chain and impairing pedaling.
You can also use this lube for zippers (clothing and tent) and bike locks.
LOCK YOUR BIKE! Seriously, bike theft does happen at Burning Man. I know someone who left their bike unlocked outside the porta potties while they used the bathroom and then didn't have a bike for the rest of the event.
I personally use Kryptonite chain locks. I like the chains with number locks instead of key locks. I'm afraid I would lose the key on the playa. Cable locks are easier and quicker f
Multitool Bike Repair Tool Kit is essential to bring with you to help you repair your chain and change the tire if you have a flat.
I suggest your bring a spare tires and chain designed to fit your bike. Also consider bringing a tire pump.
There are thousands of bicycles at Burning Man! It is easier to find yours by using a unique bike flag. I have used this flag pole for a few burns. I zip tie it to the frame of my bike and change the flag every year.
Protect your booty from the heat in Black Rock City with a furry seat cover!