You have a lot of the essentials. In addition, I would get :
1.) A bunch of burp cloths (I personally think reusable diapers work the best for in the house...save the pretty ones for when you go out)
2.) Bottles and Formula (even if you are breastfeeding, just in case you have milk supply problems at first)
3.) Sleepers (get some newborn and 3 month ones...never know how big baby will be) and sleep sacks (I like the halo ones the best). Get 2 swaddle sacks as well (most babies love their arms swaddled the first month or two when they are sleeping - helps them sleep better and it's much easier and actually stays all night rather than doing a swaddle yourself with a regular blanket - I like the summer infant swaddle blanket the best).
4.) Boppy - Great if you are breastfeeding and also nice to just prop you baby up on for a different way to sit or for some tummy time
5.) Tummy time mat - Very important to have tummy time (mine hated it, but the mat helped her deal)
6.) Baby Monitor - you don't need a video one unless you really want it. I just have a sony voice one and you can hear everything.
7.) Get the Baby Enstein Take Along Tunes toy. My baby LOVED this since she was born and still does at 9 months. Lights and music...you can't go wrong :-)
8.) Gas drops - Most newborns have a lot of gas problems and these help
9.) This isn't a must, but I would really recommend a bassinet for your room (if you aren't using the pack n play for that). My baby was a bit colicy and it let me at least get some sleep (the 15 minute increments I was able to get at night for a while...don't worry it always gets better).