U could start preparing the baby room, like painting, redesigning or changing the arrangment of the furnitures in the baby room, purchasing the baby cot and mattress, pram, car seat for baby like when u r atleast 6 to 7 months pregnant.
Meanwhile, from the first month to the 6th or 7th month, keep some money aside for the baby in a savings a/c or a little piggy bank...
When u r in the 7th to 8th month, u can get the clothings (not too many as the baby grows fast in the first year), bottles, diapers, wipes, bips, napkins, socks, shoes, caps, nightwears, towels, tubs for bath, soap, shampoos, moisturizers, creams.
When u r in the 8th to 9th month, u can get the milk powders, medicines for rash, fever, cough, nail-cliper and most importantly things that u will need to bring to the hospital for ur delivery.
In the 9th to 10th month, relax and enjoy the precious moments waiting for ur angel to be born. Go for a facial, massage, foot theraphy and get urself pampered to endure the painful labour.
Hope this helps u in enjoying the months ahead. Good luck!