We only got outlet cover from the hardware store. We have no stairs, so we're not getting gates and so far he hasn't shown an inclination towards messing with anything else. If he does, we'll deal with it as it arises.
I got most of our stuff at Buy Buy Baby. I just went from room to room and thought about what might be dangerous to someone at LOs level, and what the best way would be to make it safe. Some stuff we bought real "baby proofing" supplies (outlet covers, cabinet locks) and others we'll DIY (fireplace padding, blocking off wide-set banisters).
I had my girlfriend bring her then 14 month old dd and 2.5 year old ds over and I took note of everything that they went for We just bought Safety First supplies from Target. The door latches and outlet covers, specifically. I bought the rubber things that go on the corners of furniture but I hate them because DS just pulls them right off so I will probably buy pads instead.
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We bought a Safety First childproofing kit, with outlet covers and cabinet/drawer locks, and door knob covers. Other than that we've just been going through each room of the house and moving things up out of reach, moving cords behind furniture and that sort of thing.
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Re: Baby Proofing
I didn't get everything at BRU, but I used this page and just clicked through each one to see what I needed.
https://www.toysrus.com/category/index.jsp?categoryId=2256208
I'm sure i'll figure out more as needed, but we got all the obvious things.