And heck, since I'm wading my way through all these horrendous pregnancy books, I may as well recommend the two books I couldn't do without:
Your Pregnancy Week by Week - gives relevant information in small bites without being overly preachy or worrisome. I didn't like What to Expect When You're Expecting because it brought up all the little things that
could go wrong, but didn't really lay out a good
typical pregnancy. It worried me more than it helped, and the Week by Week book was a great alternative. It came highly recommended to me from many friends with babies.
Natural Childbirth the Bradley Way - I want to do an unmedicated birth, so this book was a natural draw for me. However, it gave a robust outline of what to expect during labor, and I think that would be good for any first-time mom, regardless of birth plan. I went from being completely terrified of labor to completely serene about it in the span of this book.