Nursing pillow--must have!
Swing--must have!
Bouncy seat--must have!
Electric breast pump is easier to use.
Don't need toys for a while.
My favorite baby book is called The Baby Book by Dr. Sears. I love it--full of practical info, good advice, developmental stuff, etc. I consider this a must have too!
I also love my Ergo baby carrier.
For when baby is older (3 months or so), the Bumbo chair is also great.