12-18v Drill/Driver - $100-$200 This is your number one most essential tool when it comes to building sets. Don't skimp on this one. Take a good look at the most respected brands and options, and buy one that will take whatever you can throw at it for years to come. Try to find something that has a good combination of long battery life, decent power, and light weight. You don't necessarily need to spend a lot of money on something super heavy duty, but you also don't want to get something that is going to make putting 3 inch screws through 2x4s a living hell. Worth noting: some drills come with a built-in flashlight, but some don't. This is definitely not a deal-breaker either way, but in the darkness of the theatre this can really come in handy. Given the choice between two equally good drills, go with the one that has a flashlight built in.
7 1/4 Circular Saw - $60-$300 Trust me, you'll use this a lot more than you would think. Sure, other people will have one that you can borrow, but having one of your one makes things go much faster and it means that you don't have to rely on the availability of somebody else's tools.
Sawhorse x2- $30 You can probably get away without these for a while, but having them will make things much easier and much safer for you. You'd be surprised how many different things you can use these for.
Rubber Mallet- $5 Great for knocking things into place without denting the wood. You'd be amazed how many times your door or your platform ends up being not quite "square", and you need a good whack or two with a hammer to knock it into place.
Speed Square - $5 A very essential measuring tool
Square - $5-$30 This is another very useful measuring tool that you will end using a lot more than you would think
Tool Belt Keeps all your tools close at hand so you don't have to be constantly trying to remember where you left something, or asking somebody to hand you something. Again, this is something you could technically live without, but this will make your life a lot easier and allow you to get a lot more done in a shorter amount of time. This is definitely worth the money.
Carpenter's Pencil - $0.69 each
Screw Guide Bit This is probably the coolest tool you will ever use on a set build. Some of these come with a "guide" that slides down over your screw while you're drilling, thus keeping your drill from popping off the screw. This comes in especially handy when drilling in long screws or screws that are just really wobbly. There are some screws that you just cannot convince to hold still with a regular bit, but with this you can put them in without a problem. Your fingers will thank you for buying this!
Gloves - $5
Do yourself a favor and get a pair of gloves like this. They will keep your hands clean, free from splinters and basic cuts, and they'll give you a better grip on those slippery sheets of plywood. Just be sure to get a pair that doesn't really add any bulk. You should be able to do everything with your hands just like normal without your gloves preventing you.