If you're not breastfeeding, you'll need at least 6 bottles, and 2 boxes of formula ready.
You'll need breast pads regardless of how you feed, as boobs leak anyway.
You need 2 packs of maternity pads to start with, then you may be ok to go down to super thick sanitary towels.
Definately stock up on nappies.
A couple of hooded towels are nice, they aren't dear, you can buy them in Asda.
I wouldn't bother with clothes too much for the first few months, in fact borrow them or get them secondhand if you can. Ds was out of his newborn stuff in 10 days. It almost made me glad to be poor, that I hadn't spent a fortune on clothes that got worn once.
You don't really need a baby bath, IMHO. One of those sponge baby holders for the big bath looks much better!
You do need something to mop up baby sick with. Muslins, or cheap teatowels, or even just old terry nappies or a cut up towel - but you need something, because you can end up mopping up what seems like pints of it.
Personally, I would recommend having a dummy if you are unsure whether you want to use one. I say this because I was hell bent on ds not having a dummy, and ended up wandering into Safeway in a dazed state with my hospital tags still on, to get the first means to silence in 5 days bar my finger. If you know you don't want to use one then obviously don't listen to me there.
I wouldn't buy a pram if it doesn't convert into a pushchair, you'll get at most 6 months use out of it and they are dear. I never had one, but everyone I know who did says it was a waste of space and money.