Just do the big stuff (cots prams etc) before your tooooooo tired and big because you may not make a quick decision just to get it done and end up with someting not quite right. The rest I did bits at a time. Have fun it is very very exciting shopping for first bub!!! Oh and don't get tempted to go overboard at first with gimickie stuff that you will unlkely use. They really don't require that much!
Good Luck Happy Shopping.