Don’t read this next part until third trimester:
...gatorade. I'm not sure your hospital/midwife's rules on food and beverage during labor, but gatorade was a saving grace for my first labor. I don't usually drink it except right after a workout, but I didn't want to drink much at all during labor and you need to. So it gave me enough energy to keep going and keep me hydrated without me having to chug water. My doula brought honey sticks which was neat - I'd honestly never just eaten one before, but it was just what I could manage "eating". (And Todd was glad I packed energy bars, because while I never touched them, he ate the whole box.)
...hair removal. I know lots of women get waxed and whatnot prior to. But if you aren't that kind of person (and I'm not), I'd at least recommend trimming. Not for aesthetic reasons, but for maintenance reasons afterwards. The less you have to bother with cleaning, the less painful. (Earth Mama Angel Baby makes some post-partum bath salts that I highly recommend...they speed healing, and you can just sit in the bathtub for a few minutes each morning to get clean, and then towel off - get a dark colored towel, and not have to worry too much.)
...free stuff. Grab all the free things you can from the hospital. Especially diapers and post-partum supplies. (Leave some room in your hospital bag to take these things home on the sly.) They make these chux pads that they'll have you sleep on so that you don't bleed onto their bed. Bring some of those home and put them on your bed under your boobs (you can finally sleep on your belly!) because when your milk comes in, you are going to leak all over everything all the time. And no one wants to wear breast shields to bed (though you will still want to wear a pajama bra), and these waterproof pads will alleviate you needing to wash the sheets - because you are not stripping the bed a week after you've pushed a child out of you.
…sweatpants with pockets – when you get home, you won’t be wearing regular pants for a while. And you’ll need pockets. Somewhere to put the monitor/cellphone/nipple cream/snacks. Get yourself a pair or two in some neutral dark colors that won’t need washing too often.
…robe/cover. When you shuffle into baby’s room 4 times a night to breastfeed, you might get cold. Make sure you have a sweatshirt/robe that opens in the front and is soft enough for baby. If it has pockets, awesome.