A copy of Baby Bargains will help you research brands and features for the big gear. For the smaller items, I found that my mom friends had some great advice and they reviewed my registry/shopping list. The baby stores have sample lists. I found them to have way too much on them, but it will give you a basic idea of what you need.
Also, if you will lurk back a few pages on this board, I think you will find some must haves/don't bother posts. They come up pretty regularly.