When you're pregnant, the first thing you may find you need is more for mom not for baby: a pregnancy pillow. It's not a must have but it's definitely a luxury if you can afford it as sleeping on your back goes out the window around month five. Click here for more on the Moonlight Slumber Pregnancy Pillow
Speaking of sleep, your little one will need a good mattress for their crib. There are lots of options from a standard that you can pick up at any department store to ones you can special order online. This one has two different firmness levels: one side for newborns, the other for toddlers to provide more support. Click here for Moonlight Slumber Crib Mattresses
And of course, one of the most important purchases you'll make for your baby is a travel system which includes a car seat and stroller. There are so many varieties to choose from. A good tip: check out the companies online to get an in depth look at their product safety features. For example, Britax includes videos of their car seats in crash simulations. Click here for Britax Car Seats
Also online, you can custom order the color and style of your strollers. Check these out from Stokke Stokke Stroller Selection
If you're going to breast feeding you'll want a quality breast pump. This is one item you might want to splurge on since you'll be using it frequently. Technology has drastically improved pumps in just the last few years. Simplisse has a model that simulates a natural feel making it more comfortable for mom. Simplisse Breast Pumps
Finally, you'll need a baby monitor to hear when your little one needs you. You can get an audio only monitor, but most parents now prefer ones that include video of their child so they can keep an eye on them from another room. Check this one out from Summer Infant: Summer Infant Video Monitors
Then you have the not-so- essentials-but nice-to-haves like a baby carrier and bouncer. Baby Bjorn has several models available in different colors and styles. Baby Bjorn Carriers and Bouncers They can come in very handy when you're by your self with a newborn and need both hands for a minute.
And here's another great resource for lots of cute baby accessories! Bebe au Lait