Different styles of book will suit different folks, but I'll share what I've been reading.
Pregnancy
I bought a couple of pregnancy books from a charity shop, my editions are slightly dated but as I have mumsnet to keep me up to date, I don't mind. I think one is a Miriam Stoppard one and the other one is an NCT one. Good for development photos and the different stages of pregnancy and reminders of when to pack your labour bag etc.
My DH has 'Pregnancy for Men' by Mark Woods and seems to like it.
Parenting
I was drawn to the idea of attachment parenting, so I picked up 'Attachment Parenting' by Sears. I was impressed by how flexible it was, not onerous at all, just different tools to promote attachment and they leave it up to you to decide which ones work best for your family.
What Mothers Do (especially when it looks like nothing) - this isn't a parenting manual, but instead talks about how women adapt to becoming mothers, what skills they learn. Its really amazing what's involved in being a mum, and this book is likely to make you feel more confident that getting to know your newborn and adjust to being a mum is worthwhile, even when you don't seem to 'achieve' much in a day.
Breastfeeding
The Food of Love - humourous and informative illustrated guide to breastfeeding.
The Womanly Art of Breastfeeding - LLL's comprehensive guide to breastfeeding.
Both are excellent.
Hope that helps.