First off, know that you are about to have the experience of a lifetime. Safety is a bit of an issue in Nairobi. For example, keep your car windows closed. We didn't know that and at a traffic light a young man made a grab for my wife's necklace (which wasn't anything fancy.) It was a bit scary. We pretty much stuck to areas around the hotel and close to the guides on the city tours.
We did get a full battery of shots and pills for malaria, but, we really never saw much insect life. We assumed that we would be going into humid jungles. It is just the opposite. Mostly, we were on high, broad planes (you are frequently at 9,000 feet or more above sea level so it is quite cool in the morning and under covers in the evening.) We found it best to layer our clothing and be down to shorts and shirt by noon but always started with long pants and a jacket - sometimes sweaters. Bring a good camera with extra memory cards and don't forget your charger if you are digital. You may want to have a backup as well just incase something goes wrong (as happened with us on a recent Amazon trip). We went with Micato Safaris and they were first rate in all respects. We were the only couple on the Tour because it was rainy season (there wasn't that much rain) but they provided us with our own guide and driver - truly first class. Some of the places we wish to visit again are the Mount Kenya Safari Club, Ambesoli National Park, Masi Mara and Sweetwaters. The lodges were all beautiful, but we loved the tented camps with four posted double beds and oriental rugs on the floors. At knight on the Mara River, below our camp, you would go to sleep listening to the grunts of the Hippos. In particular, we fell in love with the gentile and amazing giraffes.
As Eric suggests, there are weight restrictions on the small planes which you may be taking within the country - and they take it seriously so pack accordingly. Micato provided binoculars so you may be able to take that off your list of things to bring. We didn't get to the coast, but everyone tells us that Mombasa and Zanzibar are amazing and not to be missed. We missed – so we’ll have to go back. Actually, can’t wait to.
Be careful on your shopping as they like to negotiate price. Some of the markets the tour brings you to do not offer the best bargains. We greatly overpaid for many items at a rest stop preselected by our guide and found the same items the next day at considerably cheaper prices. We insisted on canceling the purchased and did most of our gift shopping at the beautiful shops at the Mount Kenya Safari Club where – for a very posh destination – we found the pricing to be eminently fair.

Have a great trip. Send a PM if you need any other suggestions.