Okay now I know that this might sound like a completly nanna thing to do but how about taking up cross stitching.

I am sure you could get a really sweet design and do something which could then be framed and put in the babies room. Not only would it look nice but I think it would be nice to tell your child when he/she was older that mummy made this for you when she was waiting for you to be born. I am fairly sure you can get kits in the likes of Spotlight of Lindcraft and I don't they are that expensive.