Baby Bargains Book
I remember using this book a ton when I had my first baby and it was a tremendous resource for finding great deals and for finding out the inside scoop on products that really work. They've come out with a new edition every year and they highlight all of the products that you will need as a new parent.
This book is definitely worth a read if you are expecting and new to the whole parenting game! I'd guess that the newer versions highlight a whole new product line that weren't even around when I was expecting!