I have a 3 month old and have found that I didn't use the onesies as much as I thought I would. I put him in a lot of cute one piece outfits (old navy and gap have a ton) which was easier and cuter. I agree with others that you should get some good jammies w/ the feet attached. My baby wore those and then we swaddled him for bed.
For pants: carters sells pants by themselves. They come in sets of 2, are comfy & cheap. I know that they have them at Macy's & babysrus- maybe kohls or mervyns too. I loved putting these over the onesies for my little guy. They kept him warmer & looked cuter than just having a onesie on.
Definitely make sure you have newborn size (up to 7/8 lbs). My son actually wore these until he was about 11lbs- they are made big and a lot of the 0-3 clothes didn't fit him until he was over 2 months (he was almost 9 lbs at birth too!).
Enjoy it! It's definitely hard, but they grow and change so quickly. Enjoy the little moments while your baby is tiny! I wish you the best!