I found this REALLY cute book the other day and bought it. It's all from the big sibling's perspective from being pregnant with the baby through baby's first year. There are sticker activities, interviews to do with DC#1, etc. Soo soo cute!!
https://www.amazon.com/Big-Sibling-Book-Babys-According/dp/0307461971
Re: Those pregnant with #2 (or more)...
Oooh I like that one!
We bought this one for DD:
https://www.amazon.com/Mommys-Having-Baby-Camille-Liscinsky/dp/1841728403/ref=sr_1_2?ie=UTF8&s=books&qid=1274913782&sr=8-2
She's a little older and it has spaces where she can write/draw as we anticipate the baby's arrival!