Pleased to hear you've got your new cam!
Very similar list from me

What I've got:
- Memory Stick Pro Duo 256MB (for the stills, which I still haven't downloaded to look at yet) (from ebuyer)
- Spare battery NP-FH70 (from Amazon)
- Sony Premium mini-DV tapes (from Amazon)
- Lowepro All-Weather soft case (Amazon)
- Tripod (Jessops TP323, works very nicely for me, but paying more for one with fluid-filled pan/tilt might be worth it)
- Monopod (Velbon UP-4DX ii, I'll probably take this almost everywhere, as it's good for getting rid of the worst of the handheld shake, got it online from Wokingham Photographic)
- Various mics which I already had anyway (haven't tried the mic input on my HC7 just yet) - Shure SM58 vocal mic (bit OTT for most video stuff but lovely for interviews, with foam windshield), Vivitar condenser video mic (from ebay, very nice, with fluffy windshield, also from ebay), and Hama tie-clip mic (does the job, from Amazon)
- Headphones which I had anyway (won in a competition years ago!)
- Video light which I had anyway (Jessops 10W with rechargeable battery), and a shoe bracket to attach it to (via the tripod fixing on the bottom of the cam)
- LANC controller (Sony RM-VD1, just because I saw them on ebay at a good price from the USA recently)
- Rain cover (an old Sony big camera cover I got for about £3 on ebay, but can occasionally come in handy)
Other things I haven't got (yet?):
- UV / polarising filter
- High grade wide angle lens converter (I've got a cheap-ish clip-on one, which I haven't tried yet with the HC7, guess it should look OK in standard def mode)
- HDMI cable (I haven't got a HDTV!)
- LCD screen protectors (not convinced they're a good idea after all anyway)
- Lens hood
- "Underwater Sports pack" if you're planning on filming at the beach often