If you're looking for an inexpensive, relatively thoughtful gift for a pregnant woman, a pregnancy-related magazine subscription is a no-brainer.

A gift like this has multiple benefits:
1. Any gift is thoughtful, this one happens to be useful as well.
2. They are a great informational resource.
3. It is automated gifting; one subscription gets you 6-12 separate little gifts.
4. They are inexpensive, between $12 and $15. One magazine in the store would run about 5 bucks.
5. Each time one arrives, she'll remember how thoughtful you were. She'll probably burst in to tears then.

A couple of magazines my wife reads are Fit Pregnancy ($15) and Pregnancy ($12). Granted, they may be an enticement to her to spend more money, but as long as she finds them a worthwhile read then they've served their purpose.