I wanted to do a lot more baby carrying that I then ended up doing as I simply did not like it much: too sweaty, difficult to get sleeping baby off me without waking him, made me feel 'claustrophobic' after a while etc.
I did have a variety of slings (BabyBjorn - the worst IMO but DH liked it, ring sling - ok, quick to get baby in and out of, but sore on the one carrying shoulder with an older baby, Moby-type wrap sling which was by far the best thing for a newborn and an ERGO which is fab except that I never got to grips with the high-up chest/back strap and always needed assisstance with it...).
I ended up liking my double buggy (out'n'about double nipper) the most as it was light and even when I had only 1 DS using it, it was great for shopping/carrying older DSs' scooters/school bags etc.
My worst investment was the massive does-everything-pram that was hardly used other than for babies sleeping in it in the garden.
I'd agree: wait until your baby is born, look at a soft wrap sling initially and trawl charity shops if you do want a pram - my friend got a phantastic all singing and dancing travel system for 20 quid: looked brand-new and had all sorts of bits thrown in like foot muff, rain cover etc.
I do think that there are women who take to baby carrying more easily than others though. Try it out.