I was sooo excited when I found out I was pregnant that everytime I went to the store, I bought something! Most of the items were on clearance, but I occassionally splurged for a blanket I thought I couldn't live without or a cute outfit. I was on a HUGE budget as I was only working part-time & making under $150 per week. I didn't need bigger items like a crib, but if I would have, I probably would have bought those items first because of their higher price tags! (so you could see how much of your budget was left for clothes & decorations for the nursery) I looked online to get ideas for the nursery but instead of purchasing high-price items from stores, I found ways to create the same theme at a lower price. For example, I painted $4 canvas from the local craft store with the nursery theme (with No-VOC paint by the way!)
I would HIGHLY advise not to buy anything expensive or larger items (like stroller, highchair, etc) until AFTER your baby shower. I got sooo much stuff for my shower & then wished I hadn't purchased half the stuff I thought "I needed" to have for the baby! 9 times out of 10, you will regret what you bought ahead of time...although it is very hard to pass up clearance prices for under $1 at The Children's Place at the end of the season!!! It is such an enjoyable, memorable time being pregnant...one thing I would suggest buying is a Pregnancy Journal. I got a great one from Babies R Us and wrote it in after every doctors appointment & about once a week right before I went to sleep (to tell "baby" what was new in my life or with my pregnancy). I still to this day take the journal out & read it to my baby (who is 2 now) or just to myself to remember those days/months!
Oh, I also had this weird-anxiety thing for shopping when I was pregnant. It happened between about 3 months and 6 months. I would see something in the store & looooove it...wouldn't buy it and then would obsess about it for days until finally I drove myself crazy & went back to buy it. I seriously couldn't sleep or anything until I bought the item. It was honestly the weirdest thing I've ever gone through emotionally! Since I had the baby, this hasn't happened & it never happened before either. Not sure if it was hormone related or what, but it drove me crazy!
I personally am a shopper, but also am very budget-oriented...so I would say to buy what you feel is important to you, but don't go overboard until after the shower & you find out if its a boy/girl. Because after you find out the gender, you will have the shopping bug again!

Best wishes to you with your pregnancy!