The Michael Olaf catalog online has some really great ideas and developmentally appropriate toys for the first year---they're broken down into the dangly/reachy stuff, rolling on the floor, pulling/dragging, etc. progressing along as the babe's natural interest changes with what he/she is capable of. So that's something to check out.
But I also agree with the pp's who said toys really aren't necessary for quite a while yet. I've also noticed with my nephew (abt 6mo old) that all the baby toys he has pale in comparison to the shell, smooth block of wood, or homemade rice beanie-bag that he's offered here at my house.
My baby enjoys--tracking a flashlight on the wall, playing make-a-face back and forth, looking at wooden rattle and trying to grasp at it, watching colored fabric waved gently over him (like when doing laundry
), when dh rubs his hands together fast to make them hot and then holding baby's hands and saying HOT, HOT. That's about all the play he's into so far.
I would like one of those wooden archway things to dangle toys above him like they have in the Michael Olaf catalog, though. I think that he will soon enjoy that type of reaching and watching play.