I know towards the end of my pregnancy I was tossing and turning, having to get up all thru the night to go to the restroom, the baby only wanted me to sleep on one side *if I switched to another the baby would never stop moving til I went back to the other side* I think it was just a matter of getting comfertable. My husband and I had 5 pillows at the time, thankfully he didn't like sleeping with one because I used every one of them. Two cotton/poly/nylon/foam... (whatever they are filled with now) pillows, and 3 down filled *spendy but well worth it* Get soft pillow cases *satin, or something like it* they stay cool if you get flashes in the night. The relazing baths definatly helped me to relax, listen to some good music, have your back, neck and feet rubbed, that helps a lot.
It's usually best to wait til after the baby is born before you go all out and start buying cloths, blankets and other necessities, all my husband and I have had to buy since our baby was born Dec 17, 2002 is diapers, bottle liners, wipes and tylenol. He is covered for clothing and toys until he is about 2. I hope some of this helps you
Best of wishes, and remember to relax, the anticipation of the baby also makes it hard to sleep