Diapers, wipes, diaper rash cream, gas drops, baby tub, baby towels and washcloths, baby shampoo, infant Tylenol drops, breast pump, nursing pads, bottles, bottle liners (if you use that kind of bottle), onesies, one piece outfits, blankets, pacifiers (if you want your baby to have one - I made it plural because he will probably spit it out and you will need a second one to use until you can wash the first one), comb/brush set, rattles, teething rings, old fashioned cloth diapers to use as burp cloths, Snugli (or other brand), crib, car seat, head support insert for the car seat, stroller, swing, bouncer, pack n play, North State Superyard XT Portable Playard & Gate (can be found at Walmart - works great for keeping other kids or animals away from the baby and gives enough room for them to learn to crawl and walk in later on. Can also be used to put around the Christmas tree, etc. to keep the baby from getting into stuff.), Fisher Price Potty on the Go (if you can still find them - I think they recently stopped making them)
I'm probably forgetting some things at the moment but this should get you started.