Don't forget to stock up on sanitary towels. It's amazing how many you'll need in the first week or so. I kept having to send dh out to buy more last time. I used the heavy duty Mothercare ones but a lot of people use Always (I never found those very comfortable).
I also read on MN about taking a jug into hospital with you for when you go to the loo. If you're sore or have had stitches then it could burn when you wee so pouring water down there can help.
I would also recommend getting some infacol. I rang my sister up one night (it was about 3am but she was awake feeding her dd anyway) because dd wouldn't stop crying. Dh drove down to her house to get some infacol and she stopped crying within a few minutes and we were able to get some sleep.
I agree though that it's not the end of the world if you don't have everything you need. There's always 24 hour supermarkets and neighbours/family/friends that you can call on if you're desperate for anything. It's not essential to have the nursery ready for when the baby arrives but it is more difficult to fit in diy when he/she is around though.