if you're looking to buy new, or even get ideas of what you want before you look on ebay, there is Baby Kingdom which has stores in Sydney and also babies Galore.
if you buy in bulk you can usually get a good discount, or wait for the sales.
i got my cot and changetable at easter while it was on sale, and laybyed it til i was ready to pick it up. that way you can pay it off graduallly and then the shop stores it for you if you arent ready to have all the furniture at your place.

i have recently bought a few things off Gumtree and have had lots of success with purchasing second hand goods that are in great condition, at really cheap prices.

i bought my pram and car capsule from a friend so its worth asking around if you know anyone with kids.

also as mentioned Target and Big W are great esp when they are having a sale. i have also found Best & Less have some nice baby clothes.