I bought Practical Parenting: Your pregnancy week by week which is a really nice book which takes you from trying to conceive, tips on health, exercise, diet etc during pregnancy. It also goes through the development of the baby and changes in your body week-by-week throughout pregnancy, which I found really interesting and informative, with lots of pictures showing how big your baby actually is. There is also a section on labour and birth, although not sure how useful this is ....yet

My friend also gave me a book called Birth and Beyond by Dr Yehudi Gordon which she said was invaluable to her. Flicking through the book at first was a little unnerving a) as it's huge and b) it's got quite a few photos of women in the throws of labour (I wasn't really into finding out about all this at 12 weeks

). But the book is fantastic, there's no information about trying to conceive but there's alot of information on pregnancy, birth, development of your baby, parenthood and a fantastic A-Z guide to health, for baby and mummy.
My friend is now pregnant with her second child so I gave her the book back and got my own copy.
Both of these books have been really useful for me