- a place to live
- furniture (or clear customs if you're shipping stuff from abroad)
- cell phone (US and Canada) or mobile phone (UK)
- social security (US), social insurance (Canada) or national insurance (UK) number
- bank account/credit cards
- driver license
- health insurances (US only)
- various personal insurances (accident, tenant etc.)
- transportation (and registration and insurance for it if it's got an engine)
- find a new doctor/dentist
For example, when I moved to the UK in 2005 nobody, not even my employer (2000+ employees), could tell me where to go to get a national insurance number (hint: it's at the job centre). This was despite the fact that my employer's HR department repeatedly bullied me via e-mail in order to get my NI-number for the payroll so I could get paid...
The procedure for getting the NI number was particularly painful. First I had to show up at the job centre (now Jobcentre Plus) in person and inform them about the dates approximately 3 weeks from now where I would be UN-available to come back for a personal interview. Then I had to fill out a form with address, date of arrival in the UK, previous addresses, and phone number. I then thought that they'd at least call in advance and check with me, 3 weeks down the road, if I was available on a particular date. But no, the just sent out a letter stating that I had to show up at a particular date and time and that I should call them immediately if I was no longer available on that date. Due to the nature of my job as a sea-going scientist it turned out that my first appointment coincided with me going to sea.
I then had to show up in person again and fill out the same form, and wait another 3-4 weeks for the letter to show up. Not surprisingly, in the meantime my job had me scheduled in for another 'away-day', coinciding with the date the Jobcentre requested my appearance in their elegant facilities. So, once again I had to call them and inform them that I was unavailable to meet with them on the date requested.
Later on in the week I then had to walk down to their office for a 3rd time in order to fill out the form yet again. But when the 3rd letter came around, a month or so later my calendar was blank so I managed to get down there and get my NI-number eventually!