Swing! You must have a swing! If your baby is colicky at all it will probably completely save you!
Sleepy wraps are the most awesome thing ever, buy one of those too! http://sleepywrap.com/
You don't have to have a bumbo, but they are awesome and I love mine! If you get one with a tray they are extra great because it's like having a little portable highchair when they're being babysat.
You don't need a diaper genie, but I love that too! They really help contain the poopy diaper smell and they aren't very expensive.
Pack in Play's are awesome! I would advise one of those over a bassinet.
Diapers, lots of diapers.
Wipes!
Baby Wash
Baby Bathtub
Baby Towel
Baby Brush
Thermometer
Humidifier
Breast Pump- I wouldn't have been able to feed my daughter breast milk without one because she had trouble latching on! It was a lifesaver! Nice if you need a night out too.
Baby Tylenol
Mylicon!
Gripe Water!
Baby Saline Solution
Desitin
Kife the bulb syringe from the hospital, they are much better than anything you will find in a store.
I found a regular pillow worked better than a breastfeeding pillow for me, so I thought that was unnecessary.
Lots of pajamas! Babies spit up a lot! The more the better!
Dreft or Woolite
socks
Binkie holders
Binkies! My baby loved the clear advent ones.
A snuggly for the carseat( keeps their head from tipping to the side)
Receiving blankets or sleepsacks! A swaddled baby is a happy baby and extra receiving blankets are more effective than burpcloths for protecting your clothes from spit up.
The Happiest Baby on the Block DVD, lifesaver 'nuff said.
Rocking Chair
Make some casseroles or get some easy dinners in advance, you are going to be too tired to cook trust me! Also snacks easily eaten with one hand- granola bars, jerky, bananas are good to have around. Bottled water is very helpful those first few weeks, and I know it sounds lazy, but we bought a bunch of plastic picnicware, cups and plates and it was a lifesaver! It helps to simplify as much as possible. The less chores you have the better!
Congratulations!