If you are a first timer then you might be getting confused with all the products in the market (I know I was). I have compiled the below list from my experience.
Hopefully it will save you buying unnecessary things that seem important/useful now. With everything shop around and compare features and online v/s retail prices.
Baby Monitor - There are mainly two kinds: with or without camera. Whichever one you buy, its guaranteed to give you the peace of mind and save you the hassle of checking up on baby every 15 minutes.
Bassinet or Movable Cot - These are best to take your baby with you around the house. They are too little to sit and its unsafe to lay them on a floor mat or couch but bassinet /movable cot can let everyone (even older siblings) enjoy the baby safely. Bassinet can be used until 5-6 months and movable cot can be used for at least 10 months.
Bath tub with sling/net - They make bath time stress free especially for mums. You don't have to worry about holding your baby by one hand and bathing him/her with other. Your baby will love you for relaxing spa bath.
Breast pump - They literally are sanity savers at times. You can even share night time feeding with your partner. Breast pumps are also great to help you with baby's growth spurts. You will need to buy couple of milk bottles as well.
Pram - There are many different kinds are available, choose one that suits your lifestyle. Eg: If you like running and out and about then mountain buggy is probably the right choice for you. Prams are one of the expensive and most useful item you will buy so choose sturdy and light design.
Nappy Bag - Choose one with change mat, insulated pockets for cold/warm bottles and lots of compartments for nappies, wipes, food, formula, cutlery, pair of clothes etc.
Some other things that you will need to buy are clothes, sheets, blankets, nappies, toiletries. Wash and sanitize bottles, clothes, sheets, blankets and get them ready for when you will come back home from hospital with your bundle of joy.
Good luck and enjoy every moment of your pregnancy.