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.
Pregnancy Magazines, inexpensive and thoughtful
Pregnancy Information = Pregnancy Interest
One of the best ways for a father to demonstrate his enthusiasm and involvement in a pregnancy is to educate himself about the mechanics of the whole ordeal; stages of fetal development, changes in the mother's body, expert advice, who supplanted the woman with whom you wanted to have sex with this crazy woman from whom you now hide your unprotected testicles.
(One mother recently responded to a question I posted on Yahoo! Answers said that when her husband wiped sweat from her brow during delivery, it made her want "to punch him in the funbags.")
Taking the initiative to study about the changes that your wife and baby undergo shows that you are committed to her. There may be no logical reason whatsoever to suggest that you are not committed to her and the child, but the hormonal influences of pregnancy tend towards highly emotional outbursts rather than logical and collected expression (i.e., punching a husband in his “funbags”).
Reading women's pregnancy books is a great way to learn because you'll know exactly what she does and won't be behind the curve. Buying her a book is a highly suggested because it is not only a sweet gift, but is a source of great information for you. One particular title that has seems to be the bible of pregnancy amongst my wife's friends is What to Expect When You're Expecting
Of course, there's plenty of information available on the web. Babycenter.com has a cool pregnancy calendar that shows information about your partner's particular stage of pregnancy based on due date, and will send you or her twice-weekly email updates.
The key thing to remember is that staying informed is a primary method of involvement during pregnancy. Not only does your reading demonstrate interest in her and the baby, the more information you have the better you will be able to calm her fears and understand the crazy mess known as the pregnant lady.