I second what @butterybollocks says, definitely get more than you think you'll need. I think DS's record was 11 outfit changes in a 24 hour period! I was very pleased to have a tumble dryer with all the washing. DS has his own washing basket which has made life a lot easier.
Most grobags can only be used from 8.5lb upwards so worth getting some cellular blankets too just in case. I'd definitely recommend a mattress protector for the cot, not sure if they make them crib or Moses basket size but will be checking that out. DS was quite dribbly at night so I used to put a super soft muslin across the crib where his head lay to save the sheets, v handy for when they're sick in the night too as you only have to put a clean muslin in & not worry about changing the sheets.
The general rule with dressing babies is one more layer than you so in the day in the winter DS would have on a short sleeved vest, babygro & then blanket if in Moses basket or cardigan if we were out somewhere. Long sleeve vests when really cold.
DS was only in newborn size for two weeks so I had the opposite problem to you Zampa. I've bought hardly any newborn & mostly 0-3 this time but I'm hoping this one isn't going to be as big as her brother!