Get a sling... now. I loved my "Ultimate Baby Wrap" (AKA Moby Wrap), and you can use it for newborns, unlike some other slings. They stay all tucked up in there, snug and happy! But there are LOTS of oppinions. Check out the baby wearing discussions.
What would I have done without my rocking chair? And, yes, I'm a Boppy-lover. Though I would also use a couple of regular pillows sometimes.
And Lansinoh for newly nursing mamas. I was still in the hospital when I sent my dad to find that little squeeze bottle of gold!
And for newborns, you will need a place to change diapers. My mom got me a regular changing table at a yeard sale and got a new cushion for it (they sell standard ones at any baby store). I scoffed, but you know, baby pee and poo go EVERYWHERE (I'm talking shoot into the air, hit the door, 2 feet away!) so you won't want to be changing on any surface that you don't want to wash a million times. And the poo still gets into the cracks. I used that changing table 'till it fell apart.
You'll need alcohol wipes for the bellybutton.
Get a rectal thermometer and vaseline and learn how to use it. Do yourself a favor and get one that takes 10sec. If you think something is wrong with baby, the 1st question dr will ask is "Does he/she have a temperature?".
You can never have too many flannel receiving blankets. They can be burp cloths, clean up messes, thrown down for diaper changes, put on baby for extra warmth... and a million other things.
And a bit personal, but I wasn't adequately prepared... you will essentially bleed like your period for 6 weeks or so, so get some pads of some sort (no tampons allowed).
Get a diaper bag (of course, it doesn't have to be a "diaper bag" but anykind of bag you can pack with baby stuff). Have it ready at the go (I leave mine in the car!). You'll need at least 2 diaper change materials, a change of clothes and a little blanket in there.
If you are going to do birth announcements, do as much as you can NOW. We ordered the kind you print on your own computer and that was less expensive and worked great. Before the baby was born, I addressed and stamped all of them. After he was born, DH wrote them up and printed them and my mom stuffed them and they were out the door. The last thing you will want to do with your precious free/awake moments will be digging up Aunt Ethel's address in Florida...
Cook some dinners and put them in the freezer. In about 2 weeks all the hoopla will die down and you will still need to eat. A few back up dinners can save sanity.
And finally- a digital camera. A big purchase, but if you are having a shower or relatives that ask, tell them to pool together and get one. EVERYONE will want pictures. And you will want to capture every moment of your new baby's life! You can post them on Snapfish or something (it's free and then people can order their own prints). I just ordered prints of all the pictures from DS's first year and I have over 500