Feeds: Bottles, steriliser, bottle brush (all optional, if you're breastfeeding, handy to have if you can afford it in case breastfeeding doesn't go very well. A must if you plan on expressing your breast milk) formula (if bottle feeding) bibs, highchair (from 6 months)
Clothes: Vests, babygrows, all-in-one coat (especially if it'll be a winter baby) outfits, scratch mittens, thin cotton hats (midwives usually put these on baby after they're born) socks, pram shoes.
Bed: Cot, bedding, mobile/musical toy that attaches to the cot (optional) baby monitors (if baby's cot will be in another room) moses basket (optional, but very handy).
Grooming: Nail Clippers, hairbrush
Bathing: Baby bath/bath seat (optional) baby shampoo/top to toe wash, flannels/sponges, baby hooded towels (optional, but very handy) talc, baby moisturiser.
Bums: Nappies, baby wipes, Sudocrem (or any nappy rash cream, just in case) changing mat (also handy for after a bath)
Out and about: Pushchair, carseat (some hospitals won't let you leave without one) changing bag.
Extras: Baby toys, books to read to baby.