Congratulations!
I'd vote for eBay. You can get everything (new and used).
Before the baby stuff you may well need maternity clothes (some people appear to manage without) so places where you can get these as well as stuff for the baby may be an idea - Mothercare, mamas and papas etc.
Lots of the shops/ products have mother and baby clubs : Tesco, Mothercare, Boots, Pampers, Huggies, Cow and Gate, SMA to name but a few. If you have a spare hour and sign up to these there are lots of vouchers and tempting offers they'll send through. This might give you some ideas for the style of stuff you like.
Not quite what you've asked but heres my two peneth worth anyway.....
The two really big purchases would appear to be a nursery set (cot, change table, wardrobe) and travel system. These are the things I would recommend you think hard about before you buy.
Its easy to get carried away and spend £500 on a travel system that is so fancy that by 6 months you swap to a simple buggy that doesn't take up the entire boot. Think about how you see yourself out and about with the baby i.e. will you be off-roading with long rambles across fields or realistically are you more of a coffee shop mum and want something that will snugly fit between tables at a coffee shop/ restaurant and not be to cumbersome around the shops. Will you drive or walk places, will you be hoping on and off public transport etc. I've made some expensive mistakes with buggies not really meeting my requirements for the long term.
Its mercenary but also practical many people will no doubt want to buy you gifts when the baby comes. Don't discount the value of these and over prepare yourself. Lots of things fall into what I'd call the gift list price category £10 - £50 so do make a note of things you'd like and roughly how many people you'd anticipate will be buying and make sure the two tally. I think the fact that so many people over prepare is the reason so many people are selling 'still in packet', 'duplicated gift' baby stuff on ebay at fractions of the retail price.