1. Need: Travel System
You absolutely must have an infant car seat (seriously, they won't let you leave the hospital without one). A travel system (that's a car seat and stroller combo for the uninitiated) is the ultimate in both safety and convenience. You simply clip the infant carrier out of the base in your car and into the stroller and back again... no unbuckling (or waking of a sleeping baby) required.

I highly recommend giving different systems a test drive. You want to check the stroller for ease of steering and make sure you can fold it one-handed. Look for features like cup holders, snack trays, and clips or undercarriage storage that will actually hold your diaper bag and various baby accoutrements. 

At about 6 months of age, your baby can use the sitting up feature of your travel system stroller. They're great this way, but their bulk can make them unwieldy in certain situations. Consider a lighter weight umbrella stroller as an alternative. It will take up less room and is super convenient in places like airports.

Chicco Bravo Trio Travel System. $379.99. Buy it here.