For the bedroom:

baby monitor
crib mobile
mattress pad and sheets
blankets
sleepers or onesies
nightlight
changing table
receiving blankets
pacifier

To play with:

cuddly toy
teething ring
rattle
jolly jumper
playpen

For bath time:

bathtub
towels and face cloths
baby soaps and lotions
soft hair brush

For diapering

diapers
diaper bag
diaper pail

Clothing

layette sets
snowsuit
outfits

For mealtime:

high chair
cereal bowl with spoon
drinking cups
bibs
baby bottles

Other ideas:

safety gates
and photo album
ear thermometer