The proper answer, at least as taught in elementary school, is "nothing." Get yourself out as fast as you can; don't waste time taking anything with you. Once past that simplistic answer, there are obviously exceptions: adults, at least, are allowed to take their children with them. People will take time to look for pets, and I know I would try to grab a few things, such as important papers, laptops, and family photos, even though I'm sure that's officially frowned upon.
Once out, with firefighters on the scene, one can pretty much count on not being allowed back in for anything, even children, as the professionals prefer to do the work themselves without adding another potential victim in need of rescue.
Unless one lives in Germany, where firefighters are currently battling a fire at the home of the Berlin Philharmonic Orchestra. This is Europe, where classical music and musicians are respected and understood more than in the United States.
Bassoonist Stefan Schweigert said the fire brigade had allowed musicians into the building to remove instruments that had been left in lockers overnight....
Their instruments are like their children, or even their very life and soul. The question of idols aside, I'm glad they let them get their instruments.
Don't worry, there are also instruments on my grab-and-go list. :) I don't see how I could take a piano (even the Berlin Philharmonic couldn't) but it was the only piece of furniture we gave extra protection the first time we were threatened by a hurricane.