Most of the things we got Liam were paid for with Health in pregnancy grant/surestart grant, so it was really just little things we got from about 12 weeks.
With this LO (that were TTC....I'm not even pregnant yet) I've started buying already. I bought a breast pump off ebay (new) for £6 (including postage) Bargain! I only got it coz it was cheap. If I hadn't seen it, I wouldn't be buying until at least 12 weeks.
I'd say things that don't matter gender wise are okay to buy from 12 weeks. If your finding out the gender then I'd wait for certain things that you want pink or blue.
At 15 weeks your pretty safe to start buying the less expensive, small things. Large expensive things (cot, pushchair) I'd buy at around 30 weeks.