It was a hard adjustment for me too when I became a SAHM - I was used to being the (slightly) higher earner and had a thriving career that was going places. It was a bit of an adjustment for DH to being the sole earner - things just didn't occur to him at first about how I might feel about it and he was initially very protective of "his" money. He had to quickly learn that anything he earns is joint money, and that means his overtime and bonuses too which he had been squirrelling away at first! He got there in the end once I emphasised that he would not be able to earn any of it without me (and how SAHM is not necessarily the easy option!) so now he clearly sees it as "ours" without a hint of resentment.
Our solution which works for us at least is to split whatever is left after allowing for bills and food (salary goes into a joint account) and put it into individual accounts. Then I can spend that money on whatever I like without guilt. I also find I am usually the one doing the spending in the joint account too (i.e. the one sorting out the household bills, doing most of the rest of the shopping, baby clothes, things etc etc) so although DH is the one technically earning the money, he probably feels like I spend it!
In the end it is not the financial independence aspect that bothers me five years later after quitting, it's the seeing DH's career go meteoric when I know I'll have to beg to get an entry level position in a field I was once senior in. All because I know I would flunk an interview at the level I left at because I haven't used that part of my brain in so long, and never get peace and quiet long enough to seriously dedicate time to it. That, I feel resentful of, and is something every SAHM-to-be should consider carefully and perhaps make plans if at all possible to deal with if her career permits in some way. I don't regret the DC and being at home, not in a million years, but I wish I could have my cake and eat it like DH can!
Obviously if you're going back to work at the end of your maternity leave the above paragraph does not apply 
If you are leaving work longer term, the most important thing you can do for your mental state is to find something preferably not related to your child to stimulate your mind. A hobby, a goal.. anything that gets you excited about something other than being a mum! I got very depressed about six months after leaving work for good, and it took training for and running a marathon and starting a photography business part time to drag me out of the funk and feel like "me" again.
Good luck - it is a very exciting time 