Our daughter is only 3 weeks old but so far the things we love are:

wondersuits - went and got more. They are cheap, easy to put on and change nappy, and keep her warm.

flat nappies for protecting clothes when burping etc.

dummy - we didn't need one until this week but there are definitely times when she just wants to suck (it is a reflex after all), and it calms her down and saves my boobies. We got fancy avent ones which she rejected, advised to get cheapo cherry teat ones and she loves it. We take it out once she falls asleep and she is fine without it too.

Large muslin wraps - have to definitely agree with this, great for swaddling and not worrying about making her too hot. Also good for covering up while trying to breast feed in public (I don't like being on show).

cotton balls for wiping bottoms.

baby monitor - we have a scientific oregon monitor which has a room thermometer on it. It is fantastic. It is small and It has a lanyard so I can hang it around my neck if she is asleep and I'm wandering around, that way I can't forget it. Very sensitive to sound to.

Bath thermometer - never thought I'd really use it, but I like it as it gives me peace of mind that the water is definitely not too hot.

Vibrating rocker - great during dinner when slightly unsettled as switch it on and rock with foot = sleeping baby!

I'm sure there is heaps more things that I have yet to discover but these are the main ones that I have found great. Have fun shopping.