There are a Lot of things that you can buy Very Cheaply in Kathmandu for your trek, Down Sleeping Bags and Down Jackets, Adequate fleeces, Windstoppers, Waterproof Jackets (They say “Gortex” on the label and invariably aren’t – But they keep you dry enough but don’t expect them to breath !!), Trekking socks and trekking trousers.
But - Personally I would buy the following before you set off from Home
Trekking Boots (Make sure that you have broken them in)
Socks – Over the years I have tried varying combinations and have now settled on Thorlo outers and Bridgedale Liners (Socks are available locally but tend to be wool and apart from being difficult to wash, they can mat up and cause blisters)
Rucksacks, You can buy Rucksacks at a fraction of the price in Nepal to what one with a similar label would cost you at home, The problem is however that All these rucksacks tend to be fakes and often fall apart quickly. Also the carrying systems aren’t nearly as good as the genuine item. If you are doing a trek as a one off, then with careful buying then you can get away with a fake (Make sure that the stitching is good and give a good old Hard Tug on the carrying system) But if you are going to be using your rucksack a lot then Personally I buy mine at home !!
Technical underwear should also be bought at home (2 ways to go and down to personal preference, Natural Fibres such as Angora or Technical, Such as Dry-Flow, Polar Tech etc (Both work well, I usually opt for the latter simply because it dries quicker)
Good Luck and Happy Trekking
Rob