We also bought some poly from the hardware store to put on our bed under the set of old sheets we intended to use for the birth. They sell it near where the paint is, it's what a lot of people use as drop cloths and things. MUCH cheaper than buying a shower curtain liner or a waterproof mattress cover. I ended up giving birth in bed, so I was glad we had that to protect the mattress.
We also had several old towels, a big bowl for the placenta, a few washcloths, and good food and drink for me and my labor support people (we made cookies and some iced tea, for example).
Don't worry too much about having *everything* on hand. I found that some of the things we gathered didn't even get used (ice packs, hot packs, electrolyte drinks, and some other things I can't remember off the top of my head).
I also had a birth ball for labor and my midwife brought a birthing stool, but I didn't care to use either of them once contractions really got strong. The ball was a godsend for the first couple hours, though.