I have (and still currently) breastfed and pumped for my two boys. Both experiences were entirely different from each other so I feel I can give a wide perspective on the issue.
While pregnant with DS1 I was adamant about exclusively breastfeeding. I read a couple books, took the Bradley method class and felt fairly prepared. However, I had not bought a pump thinking I could do that while on maternity leave.
DS1 was born at 35 weeks. He had problems latching. I was given a nipple shield in the hospital to help with the latch and the nurses had me pumping every 3 hours in addition. We fed DS the colostrum that I pumped via little syringes and continued to try BFing. DH and I stopped at BRU on the way home from the hospital and bought a PISA to continue this process of pumping/syring/BFing. Long story short, I had to return to work at 6 weeks (this was the max since I was in a residency program at the time) and we decided that exclusively pumping (EPing) was the only way. This was after several visits to two different lactation consultants but we never were able to get everything right. I really felt like I gave it my all. I ended up EPing for DS1 for 13 months. One of the hardest things I have ever done, mentally and physically, but so glad I did it. Never once needing to supplement with formula.
DS2 was born and latched right away. I returned to work at 8 weeks and pumped while at work and BFed while at home. He is almost 29 months old and still BFing!
So, to answer your question about the pump - yes, I would buy one before baby is born if you are going back to work. If not, I would wait and see if you need one. A good pump is expensive, but so well worth it if you truly need it.
IMO, it is very rare that a woman's milk never comes in. There are medical conditions which are responsible for this happening but I would say a majority of the time, it is just ignorance on the part of the parents. (this may seem offensive to some people that had problems but I have read a lot on BFing, supply, complications and this is the consensus).