J.G.
"Baby Bargains" by Denise and Allan Shields was invaluable helping me to prepare for all of the "stuff" that comes along with babies! It answers questions like: how many diapers should I have on hand for the first month? How many onesies do I really need? What type of stroller is the best for my needs? What infant carrier is best/safest/easiest for me? It did help me find bargains, but it was really valuable for comparing baby products and deciding what you need and what you really don't. I get it for all my first-time pregnant friends.
By the way, I read "What to Expect" and didn't have any problem like some people are saying. I didn't read all the things that could go wrong in the back section (though I'm not a worrier anyway), and though I didn't take all of the health advice I felt good about the things I was doing that were mentioned in the book. I thought it was helpful.
Also, Happiest Baby on the Block comes in DVD form if you're getting tired of reading. I watched the DVD (30 min or so) for the techniques, which worked great for us.
Sleep training may get to be a big deal for you a few months after the baby comes. I read Babywise and Sleeping Through the Night (by Jodi Mindell, I think). Babywise had some good tips, but it was far to rigid, one-size-fits-all for my parenting style. Sleeping Through the Night was great because it went through many different sleep training techniques, explained how each one works, and explains what type of parents and children might fit that techinque best. It also addresses some specific sleep issues and how to address them (the author is a child sleep expert). I liked being able to understand all the methods and then pick and choose to tailor my sleep training technique for my baby's temperment and my own. I ended up using a combination of techniques, and my girl is now a great sleeper!
Good luck sorting through all the info!
J.