Completing a three stage race in unpredictable weather conditions can require the most remarkable amount of stuff. Sit down a few days before the race, think about each stage, each transition and what will you need. If in doubt bring it.
For the swim:

A triathlon suit – These can be one or two piece. One piece is preferable if you will not be in a wetsuit. You can use a swimsuit but you will want to change in T1.
Goggles preferably open water ones – If you have an extra pair bring them just in case.
Swim cap- These are often provided but bring one just in case.
Wetsuit – This depends on water temperature and race distance but most Ottawa area events are wetsuit legal.
For the bike:

Bike – If you take one wheel off to transport your bike make sure you bring that too!
Cycling shoes- If you are looking for a fast transition triathlon shoes are better because they use Velcro only.
Sunglasses- Even on an overcast day you need to protect your eyes from bugs.
Helmet- These must be CSA approved but any bike helmet purchased in Canada will be.
Gloves- These are not always needed for shorter races.
Triathlon shorts- You can use bike shorts too but you can run in triathlon shorts. Bike shorts are more comfortable for longer rides but you will need to change in T2
Socks- These are not always required for the bike but you will need them for the run.
Water bottle(s) with water / electrolyte solution.
Snacks to eat on the bike.
Tri or cycling top- If you swam in a swimsuit you must cover your torso for the bike and run.
Arm warmers or jacket in case it’s cold.
Raincoat- Hopefully you will not need it but better to have it.
A race belt for your number- Most races no longer require you to wear your bib on the bike but check. You will need your number for the run.
A spare tube for your bike tires- You should be able to change a tire if you need to.
A hand pump or a CO2 pump with an extra cylinder- If you are bringing CO2 make sure you know how to use it.
Tire levers
For the run:

Shoes – Speed laces are highly recommended.
Socks
Hat
A shirt and or shorts if you plan to change.
Gels or other nutrition if you plan to use them.
For the transitions and just in case:

A towel- Bring a brightly coloured one so your spot is easier to find in the T-zone.
Two or three plastic bags – If it rains put one under your stuff in the T-zone, and lay one on top, the third one is just in case you need it for something.
A seat cover or bag to put over the seat of your bike if you will be leaving it in the Tzone overnight. Most races do not allow you to cover the whole bike.
Warm up clothes for before and after the race.
If you wear contacts or glasses: An extra pair of glasses or contacts.
Sandals to wear before the race, to walk to the swim and possibly to go from the swim to the T-zone.
If you have long hair: a couple of extra hair elastics.
Body Glide
Sunblock
A dollar store rain coat- These are good for keeping you warm and dry and they are disposable.
A pump for your tires- Most races will not allow you to leave it in the T-zone so pass it to a friend or supporter before the race. If you are leaving your bike in the Tzone overnight it is better to let some air out of the tires and pump up in the morning.
A water bottle for a drink or to clean off your feet.
A snack for before or after the race.
Baggies- Great for putting small things in, you can also unwrap bars before the race and put everything in a baggie instead.
Your list may differ just keep in mind:
Riding a bike when you are still wet can be cold at first.
Once you dry off you may get hot quite quickly.
The more clothes/ stuff you put on the more comfortable you will be but it will take longer to get through the T-zone.
You will be in the sun for a long time.
You could also be out in the rain for a long time.
Make sure you pack everything up the night before the race. Don’t leave it to the last minute.
Give yourself lots of time before the race. You need to set up your stuff, get body marked, put your wetsuit on and do all the other things you would normally do before a running race.
Most of all, have fun!