As I see, there are two types of costs for having a baby. First, are tones of stuff you are to buy beforehand the delivery or right after you bring your newborn baby home. I’ve found a good list on http://www.surebaby.com/baby_gear.php:
Crib with mattress- $160-$750
Crib bedding set- $35-$270
Crib blankets (4-6)- $8-$40 each
Fitted crib sheets (2)- $8-$20 each
Water-proof mattress cover- $10-$20
Bassinet or cradle- $35-$260
Changing table- $70-$600
Changing pad & cover- $25-$50
Dresser- $90-$650
Rocker or glider- $90-$500
Car seat- $35-$280
Stroller or travel system- $30-$300
Playpen or porta-crib- $60-$180
Swing- $45-$130
Play center or walker- $50-$125
Mobile- $25-$70
Baby carrier or sling- $20-$140
Monitor- $20-$230
Baby gate- $35-$250
Bouncer seat- $30-$90
Toy box- $25-$90
Gym or play mat- $25-$90
Doorway jumper- $25-$60
High chair- $45-$240
Diaper bag- $10-$60
Diaper pail- $20-$45 Refills- $15-$20 (3 pack)
Thermometer- $10-$90
First aid supplies (kit)- $20-$30
Humidifier or vaporizer- $15-$130
Bottles 8 oz & 4 oz (8-10)- $10-$20 (3 pack) or $20-$40 (starter set)
Bottle warmer- $18-$35
Sterilizer- $30-$70
Breast pump & accessories- $45-$350
Breastfeeding pillow- $20-$35
Bath tub or seat- $15-$35
Hooded towels (4)- $6-$30 each
Wipes (a lot)- $4-$5 (pack)

You may also need :washcloths, diaper rash oil/powder, nail clippers, nasal aspirator, baby wash, lotion, oil, shampoo, extra nipples for bottles, bottle brush, breastfeeding pads, receiving blankets, car seat head support (for newborns) and of course lots of toys.

The second group is everyday expenses:

Diapers. You may need from $70 to $120 a month for disposable diapers (6 to 10 a day) and close to $1000 for cloth diapers till the time you child will be potty-trained, although these will increase the amount of laundry you need to do.

Baby formula.  If you intend to feed your baby formula rather than breast milk, baby formula costs up to $25/can for powder, and a can lasts about ten days – that’s $75/month for formula alone. Breast feeding is cheaper, though not always possible.

Day care. If you need it, daycare is the largest baby expense. A good daycare can easily cost over $800/month. Dayhomes are cheaper, though they have their own pitfalls.

Baby clothing – you need lots of it cause children grow very fast especially on the first year of life. Clothes for first year may cost you from $500 to $1,200

Having a baby is expesive, but worth it!