i HIGHLY recommend you get some wall art (posters, pictures, anything really) as bare walls tend to make a place seem artificial and empty. which can seriously dampen your mood.
also.. invest in some good bath/hand towels and washcloths. figure out how many showers you take during a week average.. then add 1/2 of that figure
hangers for your closet, those are important. a microwave, as living alone you'll probally be nuking a lot.
extention cords, can usually pick up a decent powerstrip for 2 or 3 bucks at most stores.
if you can't spring for real furniture, go down to your local home depot (or equivilent outlet) and pick up some boards and cinder blocks for shelves, book cases, and in come cases seating (you can always get some good cushions and cover with an old blanket can make a decent stool at least)
a good trash can for your kitchen, and a smaller one for your bathroom.
start saving both paper and plastic bags from the grocery stores, they make great trash bags for the smaller trashcans, and paper bags can be put inside larger trash bags to help prevent ripping (especially if your getting lowgrade trash bags)
asprine is always a must, as well as any other frequently used medication. a vacuum cleaner should also be something you should get, as well as some of that carpet cleaning powder.
you said you were pretty set on the cleaning supplies.. but might i suggest some of those mr clean magic erasers.. those things rock :P
your first time living alone is always a little nerve racking, can also be kind of depressing, so its good you have a friend living nearby..
good luck and congrats