I really only had one *must* have, and that was the "What to Expect....." book. Used it all 3 times and followed it to a T. Everything else changed constantly
1. 100% Cocoa Butter Sticks (I got mine at Rite Aid/Walgreens) and take whatever they have, they were always out of stock and as soon as they'd stock up, another preggo would buy them all!
2. Body Pillow(s)
3. Baby Magazines, I got a free subscription to American Baby and Baby Talk, very informative!