my girls are about 2.5 yrs apart. I used to take DD1 to my appts sometimes to listen to baby's heart. We'd talk about baby in mummys tummy, read some books closer to the time about mummy having to go into hospital and that grandma will look after her, didn't want her to wake suddenly not knowing where we were if we had to go off in the night or something. DD1 also helped set up the room ready for baby, helped pick some baby clothing etc.
And we did do the gift thing, DD2 gave DD1 a baby born doll so we could have our babies together.