I wouldn't recommend buying Grays anatomy.
See the anatomy bits of;
Useful links/resources for first year
Instead I'd recommend using a Moore and Dalley (5th edition - Clinically Oriented Anatomy) along with the Grays anatomy CD (CD-ROM EBL 0740) from the Edward Boyle Library (which you can get for free, ahem

), the CD that comes with Sobotta's Atlas of human anatomy, and the websites on the above link.
Some people don't like Moore and Dalley but I found that none of the books you can buy cover everything that you'll do in the worksessions. I found myself a bit pressed for time in the first year buit I found that I saved myself time by...
- Watching the appropriate bit of Aclands DVD before the dissection session (available from the library or from
http://media.medicine.gla.ac.uk/anatomy/
- Trying to answer the questions in the dissection workbook before the session from Moore & Dalley, and if I couldn't find it in there doing a quick text search from the Gray's CD, and if I still couldn't find it trying the Sobotta CD and those other websites.
- Going to the worksession with most of the questions answered and grabbing a demonstrator with maybe one or two I couldn't find. In my opinion there are not enough demonstrators in the worksessions so if you know what you need to find out early on and ask them it'll save you milling about waiting for one to be free.
ONe thing I didn't do but that someone else recommended was watching Pat McConnell's videos (available in the library) and they recon that you may be able to pick up signals on what's going to be in the spot test exams in these videos!
Hope this helps
Brian