I think the books you read really depend on how you feel about pregnancy.
I was lent Up the Duff, and enjoyed it the first few weeks... but then I really wanted to throw it through a window. I'm actually enjoying being pregnant, and the vibe I got from the book was that I should be constantly complaining and blaming everything on my DP.
I found going to the library great - you get to read a range of books and you don't have to pay for them (unless you return them late, like I always do)