I went for a Precious Moments figurine - http://www.amazon.com/Precious-Moments-Love-The-Figurine/dp/B008BADOS6

I had bought her this one for Christmas - http://www.amazon.com/Precious-Moments-Expecting-LOVE-Figurine/dp/B0039663P8/ref=pd_bxgy_hg_text_y/179-0389020-4442565

I would highly recommend a pregnancy pillow. I got my wife this pillow early in our pregnancy. She likes it because there are 3 sections that you can detach from each other so you dont always have to use the whole thing. She didn't like the head portion so she usually takes that part off and sleeps on her normal pillows, but keep the belly support and bottom attached.

For Christmas I got her a Precious Moments figurine to commemorate her pregnancy. Not the most practical gifts, but its something she'll have to remember this particular christmas before our first child is born. We actually already exchanged gifts (going to be out of town with family for the actual day) and she really liked it.