DD was born @ 39 weeks weighing 6 lbs 2 oz, way smaller than I ever thought. My mom bought us some NB stuff and a friend let us borrow some things. We had only bought size 1 diapers and 0-3 month clothing, so we needed new diapers, too!
She's just over 3 weeks now and we're just starting to put her in 0-3 month stuff now, and it's still pretty big on her, but NB stuff is getting a bit tighter on her, especially in the length. Her diapers are fitting her now, whereas before she was swimming in them! BTW she's FF so that may make a difference, too. Honestly, it seems so hard to know for sure what sizes you'll need until LO is here.