Here's a printable checklist you can bring with you shopping or just use for packing. Make sure you've read the clothing section of the website so you know what characteristics you need to look for in these items. Just in case you don't have good stores near you, or if you're too busy to shop, some of the items on this list are links to online providers of that item. Just click on them.
hat
helmetYou can buy these on sale in stores for around $50 USD, or on ebay really cheap, if you're lucky. Features I like are vents (help you cool off) and a goggle-strap holder in the rear so you don't lose your goggles. The important feature is safety certification, so check it.
goggles /glassesSnowblindness is no fun. Your retinas will thank you.
lip balm
moisturizerYou don't want a chapped face when you lose control, collide with a hottie and end up horizonal, exchanging cell phone numbers.
scarf / turtlefur
jacket
pantsIf your pants don't have any insulation (if they're just a shell), you may want to bring along some long underwear or thin fleece bottoms to wear underneath.
gloves / mittens The price of good gloves is pretty high now. For a good pair, new, expect to spend $25 to $55 USD.
socksGet one pair of snowboarding socks for each day of your trip (unless you don't mind washing them in the sink at night)
sense of determination
 
OPTIONAL
sunscreenActually, this is essential for very fair-skinned people
ass protectionNot all tailbone protection is created equal. Some simply don't help much. Those with a hard outer shell do better. Azzpadz brand is very good.
wrist protection