ok - admitting I haven't bothered to read all the replies - apologies.
Firstly - congratulations - we have 2 ds's and have just decided against a third dc so i am never going to be in your position again!
must haves:
5 of each thing -
long sleeved bodysuits
short sleeved bodysuits
tousers (like pyjama trousers so you don't have to put them in all in one sleepsuits if you don't want to)
long sleeved sleepsuits
some hats - just a couple
scratch mitts - we just used tiny socks
some nice things - www.babiesinsheepsclothing.com - have some lovely merino ponchos and hats for newborns
nappies - lots
don't ever buy wipes on full price
whoever said joining boots parenting club - totally agree
grobags - see how your little ones is as if they're in a moses basket to start off with you won't need grobags, just cellular blankets
lots of muslins! if you don't end up using them straight away they are a great substitute for fancy facial cleaning cloths
peppermint tea for gas if there's any way you might end up with a section
dried fruit for after birth to encourage your digestion
lip gloss for in hospital
breast pads
don't bother with a room thermometer - i had ds1 in summer 2006 and it was over 30degrees in his room and i couldn't do anything about it - windows open etc, and beat myself up badly over it!
o'h and don't forget the top up card for the internet access in your room / bay so you can get onto MN asap after
good luck!