Thanks, tabbyz and xiao rabbit for your input!
For first-time mommies buying mother/baby things, I suggest buying only necessities first. The checklist someone posted earlier should be a good starting point, but you don't need every single item there. I think the hardest one to plan is feeding needs. Even if you plan to breastfeed, unless you don't plan to pump (i.e. 100% latch on), it's hard to estimate how many bottles to buy since it's hard to predict how much milk you'll have.
For my first pregnancy, I went to baby fair three times and still didn't complete my shopping coz I didn't know what to buy. For my third, I was in and out in 20 minutes with 2 big bags

I bought mostly bottles and an electric pump set. I agree with starry that you should go for the set coz it's more worth it.
snuppy, I guess things like confinement practises, food and malay massage are not musts.
I think normally, the masseuse will cover your body with a towel and only uncover the part she's massaging, so you won't have such feeling. Furthermore, it's lying down, so half your body (front or back) is also covered at all times. Self massage/exercise is good if you have the discipline and energy to do it. For me personally, I'd rather enjoy the services of a masseuse. After all, having to endure the pregnancy for 40 weeks, it's only fair to give myself a treat by doing massage!