I absolutely would not have lived without the Halo sleep sacks. They are a little on the pricey side, but since my daughter was born in December, they were great to put on over her pajamas.
Also, one of those Fisher Price crib toys that goes on the side of the crib. This one that we had for my daughter had birds that went around and around, played music and best of all played a "movie" on the ceiling that she would watch until she fell asleep. She was a big cryer before we got that, but once we got it, she went to sleep without any problem at all. She would also wake up in the middle of the night and push the button to play it to watch the movie and then would go back to sleep without a peep. My husband and I both agree that it is the best baby toy ever! We joked that we would have to find a way to attach it to the side of her bed since she'd probably still be watching it when she was a teenager! :-)
Also, the nets for putting frozen fruit in when my daughter was teething were an absolute lifesaver. I forget what they are called, but they have a handle for the baby to hold and then you put frozen fruit in the net part and snap it shut. I would put frozen mango in it and it was the only thing that helped with her teething pain. You can get them at Target. They also helped to calm her down when she was getting hungry and wanted a snack.
If I think of any others, I will let you know!!