M.,
If you tend to lean more towards midwifery and "natural" approaches to healthcare, I would recommend "Ina May's Guide to Childbirth" and "From the Hips". ("From the Hips" has a really long subtitle, but I can't remember what it was.)
"Ina May's Guide to Childbirth" is amazing book about labor. The first half of the book has birth stories. They are fun to read, and very positive. The second half breaks down the stages of labor.
"From the Hips" is a relatively new pregnancy book. I remember that it didn't really say certain things were "wrong" or "right"; it presented everything as options. For example, it is very common for pregnant women to be told not to eat deli meat due to the risk of lysteria. "From the Hips" actually tells you what your odds are of getting lysteria from deli meat, so you can decide for yourself.
Lennart Nilsson's "A Child is Born" is also fun. He is the Swedish photographer who did all the in-utero photos. Each week during my pregnancy, we would look at the corresponding photo.
I'm sure several people will suggest "What to Expect When You're Expecting", but this was actually the one book my midwife suggested *not* to read. She said it's a "fear-mongering" book that is all about fear and what *not* to do. I did flip through the book and really did not find it helpful; the other books I mention have more information and don't seem so instructional. You should check it out for yourself, but that's my two cents.
YMMV--check out the books at the library before purchasing.