Ok, so it seems there are some free goodies for a lot of these baby clubs (just google baby club and loads of things come up.) I'll just list some here (though they are probably the same ones mentioned earlier in the thread, but the thread is a bit old, so this may be an update.) Just make sure you have access to a printer when you sign up for these things, I'm not sure if I may have lost access to any of the vouchers since I don't have a printer at home to print them off, which is really annoying. I'm hoping to log in again from work and try to print them!
Sainsburys Little Ones - Free Huggies Mum and Baby Bundle (you will need a Nectar card if you don't have one)
Asda Baby - Huggies Newborn Starter Kit
Emma's Diary - Free Mum-to-Be pack to pick up from Lloyd's Pharmacy (not sure what's in it, haven't picked mine up yet), and £100 worth of vouchers to Argos (£5 off high chairs, etc. - quite a few coupons)
Cow and Gate - Free pregnancy diary and free cuddly cow toy
Heinz - Free samples and vouchers (waiting for them to come in to see what I get.)
Hipp Organic - Same as above
Huggies Club -£2 off voucher and I think a welcome gift comes through later
Philips AVENT club - Free welcome gift, no idea what it is but they don't send it until second trimester
Pampers - Free welcome pack (won't get this until between 28 and 32 weeks, will let you know what is in it when I get it)
And you get 5 Bounty packs, though you get a couple of those at your appointments, along with vouchers to collect the other ones, I think.
I'll post anything else that comes in, I kind of just googled baby club and registered for LOADS of different sites, so I imagine I will be getting a lot of things through the post and vouchers in email!