We were given a list by the midwives of all the things we needed. We never used all the washing up bowls and buckets and I still don't know what they needed them for!
The most essential thing we had was a plastic shower curtain to go over the bed/floor for the messy bit - which everything just got bundled up in at the end and thrown away. Although I didn't even notice the mess and it all vanished astonishingly quickly!
Also worth getting a halogen heater (very cheap from places like Wilko). I gave birth in February and the midwives were very keen to avoid the baby getting too cold once he was born and having to transfer to hospital for that reason. The house ended up boiling but it was worth it.
I was prescribed pethadine (about 2 weeks before I was due) which I had to go and ask a GP for seperately as the midwives cannot supply. We didn't use it but I was glad to have it there. I never liked the sound of the side-effects for the baby, but do wonder if it would have made things easier? I had paracetemol throughout - although I doubt it made much difference!
Tens machine was useless in my opinion - I hated it and took it off after a few minutes. But it is so personal it's probably worth hireing one in as it might just work for you.
Midwives had one cannister of gas and air and were very, very keen for me to not to use it too early - they didn't even bring it in from the car! In the end I ended up not having it beacause I was worried about having it too early and by the time I could have done with it I was beyond asking... I won't make this mistake this time (December) and will make them bring it in and get some more if it runs out!
Birthing ball was essential too.
Oh, and remember to warn your neighbours. I never got round to telling mine we were having a HB and I think they were a bit worried at first!