I so agree with the "dying to get out syndrome"!!!! In fact, just this weekend I was at Target and in waddled and walked a new mom and dad with their baby...believe me, I could tell instantly and without looking at the baby that this was a newborn on his/her first outing! :)

Anyway, to answer the question...we have two ultimate crib sheets and one, yes, one crib sheet. To be honest, we haven't needed more! The Ultimates work so well they can hold me til morning if need be and then I can wash the sheet. Under the sheet we do have a matress pad (waterproof) but I wouldn't want to see what would have to happen to get through to that!! Personally, I would buy the ultimate crib sheet and forgo the rest but if it is already bought, no prob!

One more thing, the blanket issue isn't too big a problem for me early on...but when DD started grabbing things, I bought these *awesome* sleep sacs from onestepahead.com (they also sell them at babycenter.com for a dollar less but they only have fleece). I have them in fleece and in cotton...they are a total necessity in my opinion!!!!! They are $$$ but worth not having to worry about SIDS!

Good luck!!