The answer to this depends on the occasion and your relationship to the guest.
For example, when you invite a family member or friend to a casual dinner in your home you may respond to this question by mentioning an item to be served for dinner or you may say "nothing, thank you. Just bring yourself". Most of the time, family and friends like to feel they are contributing to the party.
When hosting a more formal dinner for clients or for a very special occasion, the question is most likely more perfunctory than genuine. There a a few responses. One may be "bring your favorite wine, if you wish". You must serve the wine a guest brings unless asked not to. The more common response is "thank you for asking, but please just join us for dinner".
The important point here is to be sensitive to the situation and the guest who is asking. Common sense should prevail after that.