Product Recommendations, PLEASE!

Congrats! As far as car seats, I strongly recommend a travel system. We have the Chicco Extreme and love it! The car seat goes up to 30lbs too which is a bonus! It is heavier to carry than most, but I think it is worth it.
From day one, we put our son in his crib in his room and slept in a queen bed in his room so we were close and he could get used to his bed right away. But we also have the Graco Pack n Play for downstairs which is great for his naps, some play time, and changing table so we don't have to go upstairs to his room. Works especially well when recovering from Csection to avoid multiple trips up/downstairs! We have the matching Graco swing too which is a must in the early months. But by far his fav playtime activity starting at 2 months (and still uses it occasionally at 7mo) is the Baby Einstein Aquarium Activity Center. Starting at 3 months he also loves his Baby Einstein Stationary Entertainer and Bumbo.
A Good Monitor is also essential!

Congratulations. You can research all you want. However experience has taught me several things. As far as stroller and car seats, I preferred a travel system. My oldest was born in January and it was great to take the car seat out of the base on the car and snap it onto the stroller. I never had to take a warm sleeping baby out of a car and put them in a cold stroller. Likewise the carseat can go anywhere. Look for one with a higher wieght limit. Most infant car seats go up to 20 lbs. My boys where on the big side and by six month they were both to long and to heavy for the infant carrier and I had to move them to a convertable car seat. Saftey recommedation state that a child should be in a rear facing car seat, However, a when we tried to put the convertible seat in facing the rear, it would not fit in my small car. I used an eddie bauer carseat snugglie. It goes in the seat and you wrap the baby in it. Again no fusing with putting coats on or off. Just unzipp the wrap. An absoulte must is a seat protector for the car. I bought one at Leaps-n-bounds online. You put it under the babys car seat and it helps keep the seats of the car clean. It amazing how much crumbs you will acculumlate.

I had a pack and play, and I loved it. A good quality high chair with a 5 point harness is a must. I was given one without a 5 point harness and my son managed to wiggle out of it and six months and we ended up in the emergancy room because he blacked out after falling out of the high chair.

Congratulations on your pregnancy. I spent hours on-line researching products... it was an adventure. Anyway, I have a couple of recommendations for you. As far as a stroller goes, I started out with a Graco travel system which worked well for my son and I. However, I am very active with my son and we are always out and about. I'm also an older mom and after some time, the Graco stroller was just too heavy and bulky for me to get in and out of my van. So, I ended up researching mid-size light weight strollers and found the Chicco Trevi stroller. It is a great stroller. It folds up like an umbrella stroller so it takes less space in our trunk and it does have the option of being a travel system. Had I known about the stroller before I would not have gone with Graco. I would recommend you check it out at Babies R Us.
We used a pack'n play with a bassinet for the first few weeks. It was in our bedroom and it worked well. It was a Graco and cost about $100 on sale at Target. It had a changing station on it, which we have never used. The pack'n play is also great when you go away for a weekend or on vacation. It's a great travel bed for your little one. If you travel a lot and you want a light weight travel bed, Baby Bjorn makes one that is great. But it is pricey. Speaking of Baby Bjorn, we had a Baby Bjorn carrier for my son which was THE BEST carrier. I was able to transfer my son from the carrier to the crib (when he fell asleep in the carrier) without waking him up. The carrier is super easy to use. I had tried out several other carriers but none of them were as easy and convenient as the Baby Bjorn. It's pricey but well worth it. I later switched over to the Peanut Shell Sling carrier which my son and I also love. I didn't know about them when he was a baby and I would have probably started out with one of those instead of the Baby Bjorn. But I don't regret having the Baby Bjorn. The Peanut Shell can be used up to 36 months. It's great for me now b/c I can put my 20 month old son in it even when I'm grocery shopping. I still have at least one hand free and he is happy to be in my arms. You can check those out on-line.
The bathtub I got for my son was the Euro Primo tub. I would definitely buy that one again. It can be used up to 24 months. As far as the crib and changing table, we have a Jenny Lind crib and a Jenny Lind changing table. They are not as pricey as other brands but just as good.
We don't use a high chair b/c our kitchen is a little small so we got a Fisher Price space saver chair and absolutely love it. We had my son in it by the time he was 6 weeks old. It was great to have him at the table with us. The chair reclines and that is how we were able to put him in there. When the child is older the chair turns into a booster chair. We love it and would highly recommend it.
For head support we used a noggin nest. Instead of it being flat where the baby's head goes, it actually has a hole. It's kinda like a round pillow w/a hole in the middle. It cradles and supports the head and prevents flat head. We moved it from swing to bouncy chair to our space saver chair. We loved it and my son never had flat head.
We definitely used a swing and had a regular Graco swing. It was nothing fancy but it was battery operated. I wouldn't spend a whole lot of money on a fancy swing b/c babies like the motion of it. They don't need a whole lot of toys on the swing. And by the time they can sit (by 4 to 6 months), they don't want to be in the swing anymore anyway. So, save your money there. We did have the Fisher Price Aquarium bouncy chair and I would definitely buy that again. My son is 20 months old and still uses it. He loves the motion and the music it plays. He cant sit in it anymore but we have it moved up to his crib and when he wakes up at night, he'll turn on the music himself and go back to sleep to it. Great! Which brings me to a crib toy which I would highly recommend. We did get the Fisher Price Rainforest crib toy. My son loves it. He figured out h/t use it and he uses this one also to go back to sleep at night. It has a soft blue light he can turn on when he wants some light and he does use that. Please, feel free to send me a private message with any questions you have. I'll go over more products with you if you would like. I was a little lost when I was pregnant as far as what to get for my son and I know how it feels when it's your first one and there are so many things available. My son just woke up from his nap so I have to go. But please let me know if you have any other questions. :-)

I can give a few recommendations. I agree with the response about travel systems, so I will spare you there. We used the graco version for both of our kids and I loved it and the stroller has held up well to a lot of use. We also have graco pack and play. We used the bassinet in it when they were little and slept in our room, later it a great playpen and travel crib (oh and changing table).
Once our kids outgrew the infant car seat we bought Britax marathon car seats. They are expensive, but I felt it was money well spent. They are easier to install than other carseats (we also have a graco comfort sport, which is a pain and I did not like), have a great safety rating and they hold kids up to 65 lbs, so they can fit in them for a long time.
Side note, we had the worst bouncy seat ever (graco Ocean themed). Try to buy one where the baby can reach the toys with their hands. Ours looked cute, but was frustrating to the babies because they could only reach the toys by kicking them and there was nothing for their hands.

Hope this helps