Just to add, I would avoid traditional baby bath products, especially in the first vulnerable few months, olive oil or Weleda oil is fine for putting in the bath, some probs to look out for are:
phthalates: hormone disrupting chemicals which have only recently been banned in for-mouth toys for under 3s. they are in a lot of bendy plastic stuff. For this reason I would really avoid plastic toys as much as possible.
bisphenol A, in avent and most other baby bottles. asda now does bisphenol a free ones.
fragrances, parabens in baby products: fragrances are not necessary and can cause allergies, parabens are oestrogen mimickers and have been found in breast tumours.
Oh, also think about the whole indoor environment of the baby's home and room, since indoor air can have all sorts in. You could switch to non-toxic cleaning products, for example. Also, if you're going to paint the baby's room, try to get a low or zero VOC paint, otherwise paint can release quite nasty chemicals for a long time afterwards. Same for baby mattresses, ensure they don't have brominated flame retardants. Ikea Sultan range claims not to.
Can you guess I work for an environmental NGO (called Women in Europe)! We spend ages at the moment campaigning on the Ec Toys Directive; it is shameful how the toy industry tries to weaken the regulations put there to protect children! We have some info on our website, www.wecf.eu, also believe Friends of the Earth has some great stuff.
Good luck!