I typically waited until 37 weeks in previous pregnancies, but then my last little guy surprised us all by coming at only 35 weeks (actually I was told I could go into premature labor because I had polyhydramnios but I stupidly avoided their advice to have my hospital bag early and ended up having to have my husband go home to pack AFTER I gave birth) so I'm definitely going to be packing earlier this time. I'll probably have it done around 28 weeks to be on the safe side.
My bag is always pretty simple since you're typically only in the hospital for 2-3 days. For me I brought:
-Two complete changes of clothes
-Robe or nightgown - I'm sorry but I can't sleep in hospital gowns
-Toiletries like toothpaste, tooth brush, shampoo, soap, deodorant, hair brush (believe me you will need it!), etc.
-This sounds weird but I bring along those bath sponges to pee on in case I get stitches because it BURNS to pee on them and by peeing into a sponge stops it from going directly on your stitches... yeah gross I know but not everything about birth is pretty and comfort is definitely a priority
-While we're on the gross part... epsom salt and hydrocortisone cream in case of hemorrhoids
-Something to keep you entertained (books for me)
-Snacks! You will be hungry and hospital food has a bad reputation...
For the baby I simply brought a couple outfits in newborn and 0-3 months (because you never know what size that baby is going to be), swaddling blankets, diaper rash cream and car seat. The hospital I birthed at provided diapers, wipes, shampoo, hats and pacifiers but you might want to check with yours to see what they cover. If you plan to bottle feed, sometimes the hospitals will even provide those, but I'd still bring some bottles and formula just in case.