There are two schools of through on aromatherapy. One is that the smells are relaxing because they just smell nice, the other is that they have a physical effect on the body. Lavender is a good general use oil, that can be mixed into a massage rub, left on a hanky by your pillow, or put into an oil burner. It is said to have relaxing qualities. Oils like Jasmine and Clary Sage are not safe to use until you are 37wks+ as they stimulate uterine activity. They are often used for "inducing" labour, or for stimulating lactation post birth.

During my labour I was given a rub of lemongrass, lavender and black pepper to help restart my contractions, and it worked brilliantly.

The best thing to do is speak to an aromatherapist, or borrow a book on the subject from the library, then decide how (if at all) you want to use oils in pregnancy and labour. If you are not sure I would recommend lavender on a hanky near your pillow, and nearer the birth add a few drops of clary sage to your lavender. In labour you can add this to a carrier oil for a massage blend, or burn it in an electric oil burner (a lot of labour suites have these now).