They recommend that if you are overweight before you get pregnant, that you try not to gain too much. My doctors were happy enough when my morning sickness resulted in weight loss, and now I am currently 5 kilos heavier than my pre-preg weight (I lost about 6 kilos from all the vomiting ) which they're happy with too. (I was only a size 14 to start with...just that because I had some extra I could afford to lose, it didn't matter too much and bub was healthy)

That being said, I know a few girls who have done all the right things - eaten well, exercised through the pg etc etc and still gained 20+. It does depend on hormones and body type a fair bit, too.