@stormtrooperjulian second hand wise, we got lots of sleep suits (ones with the feet, and with long arms where they 'fold down' over their little hands, rather than having to have separate scratch mitts). Also look out for vests!
We picked up some sleep bags 2nd hand - just make sure you know what tog they are (these are surprisingly expensive in the shops, I think we have 4 or 5 now which should be more than enough). Most say they can be used from when baby is about 8.5 to 9lbs.
Babies usually wear an extra layer than you, so usually they wear a nappy, vest, sleepsuit, potentially a cardi if it's chilly and nearly always a hat! :)
List of things to look out for 2nd hand:
Clothing:
Vests;
Sleepsuits;
Cardigans;
Hats;
Some little outfits/leggings if you see something you like!
Others:
Sleep Bags (check the tog level);
Bibs;
We got muslins brand new but you could pick them up 2nd hand too - we stocked up in Primark on them!
Size wise, we have probably got too much in up to 1 month, and we have absolutely loads 0 to 3. Most people I've spoken to have said when they get given gifts, quite often it's first size/0-3 too. We've got a few things in 3 to 6 + as well as we saw some bargains that we really liked the look of!
Remember that where stuff has been worn/washed/tumbled it might already be a little bit smaller, so would definitely say don't pick up loads of really small things!
We decided against getting a snowsuit/coat yet, as we're going to wait til baby has arrived and we know more what size they would need. There are usually mumtomum sales where I am every 2 or 3 months, and also FB marketplace has loads of bargains all the time.
Most of the stalls had things led out by age and type on the tables, and signs or labels saying how much things were. Some people had the rails hanging as well. Get there early if you want your pick of everything, they get busy really quickly, and take a bag for life or two with you - and cash!