I wouldn't get anything special unless your child is having reactions.
We have two dogs and our son hasn't had any issues, and I think it's actually pretty good for their immune systems and they're less likely to have allergy issues in the future. I read a study once about it, but I don't remember the details.
I just try to keep up on the vacuuming and the dog brushing, but I don't stress over it. Our son still sleeps in our room most of the time, and our dogs sleep in there as well (but not on the bed). Just try to make vacuuming a priority (which, honestly, you'll probably want to more anyway once you have a baby because you won't want dog hair all over them and their stuff). It's a battle you'll never win, but we're able to stay on top of it most of the time.
We run a humidifier in the winter, because we have really dry winter air plus we have a forced air furnace. It's plenty humid on its own in the summer here.