Check out our 0-3 Month list. We are still using a bunch of the things off that list, but here are some things that we began using during the 4-6 month time frame.
During MC's 4-6 months, the weather started getting chilly as fall turned into winter, so we had to find something warmer for her to sleep in than just a onesie. Our favorite jammie is the Footed Stretchie from The Children's Place. The most important feature (to me) is a zipper. We don't change MC's diaper in the middle of the night very often anymore but the zipper is still way more convenient than trying to snap up a million snaps. Plus the snaps are gappy and let in cold air! Several brands have zipper sleepers but the ones from TCP have a little elastic on the back of the heel to keep the footie part in place.
Another way we are keeping MC warm is baby leg warmers. We use these along with long-sleeve onesies on chilly days. They are super cute, obviously, but also functional because they have elastic on both ends so they stay in place better than pants as she plays on the floor, and they don't have to be removed to change a diaper.
When MC was very young, I liked the Baby B'jorn to carry her around. But once she got a little bigger and the weather cooled off, I started using the Baby K'Tan wrap. It is similar to the Moby and other wraps of that nature, but I found the K'Tan to be easier to use. Right now she loves the side-carry position; it holds her on my hip just like I am carrying her but leaves both of my hands free.
We chose the OXO Tot Sprout high chair for MC for several reasons: it has no fabric and is therefore easy to clean; it is smaller than most high chairs on the market; and it's not hideous. We have used this high chair almost everyday since we received it. She loves that it puts her up closer to the middle of the action in the kitchen instead of having to watch everything from the floor. She hasn't done much actual eating from this chair but she will happily play with her toys while we eat or cook.
She also has a set of traditional Wooden blocks that she really loves. These are just the right size for her to hold in her hands (and not fit too far in her mouth). She loves to bang them on the high chair tray and fling them on the floor. I build towers out of them and she knocks it down.