Lansinoh (pure lanolin) nipple cream - start using it twice a day in your third trimester, and will make the nipples nice and supple in preparation, then use it after every feed.
Dummy - just in case (Jackson had his 1st day as even the midwives couldn't settle the little bugger - has sucked on it ever since!!!)
Rocker or bouncer - you don't need an expensive one, but one that you can hang some toys on is great
Playmat with hanging toys and some kind of sounds or music - Jackson adored his, and now that we have it set up again for Leo he sneaks into his room and plays with it.
Bath support - really helps the back and means you don't have to waste money on a baby bath, bubs can just go in trough when smaller and then in bath. The one we had was a plastic moulded one almost like a layback armchair with a bit between the legs as well that supported baby completely leaving both hands free.
Good nappy bag - something with lots of compartments for medicines, creams, wipes etc.
Best thing we ever received that Jackson still uses every night to this day is a musical piture frame, it has a picture of me and his daddy with him after he was born and you turn the little clown on it and it plays twinkle twinkle, he has this on every night before bed, and was fantastic to start off his nighttime routine!!