I was already losing weight when I became pregnant (had problems concieving and was advised to lose weight) - At my biggest I had a BMI of 53.
My BMI at my booking in appointment was 41.
On the same day on the Wii it was 40.26 (so I know my Wii is a little kind because I don't wear clothes when I do the weigh in 
).
I was really disappointed that my booking in BMI was taken a couple of days after Christmas, as I was below 40 on the Wii earlier in december and very quickly in January. So my offical beginning of pregnancy weight is a bit high because of too many Christmas second helpings .
I lost weight steadily in January, and got down to 38.38 in the first week of February, though I have put on a couple of pounds in the last couple of weeks. This morning on the Wii my BMI was 38.97 and it has been sitting about there the last few days.
I don't think that I've yet hit the tipping point of increasing weight till the baby is term. The couple of pounds that I've put on I think are related to me comfort eating a bit more whilst I had morning, noon and night sickness, and not quitting it as soon as I was keeping more meals down. Although I haven't yet stopped being sick at 18 weeks, it isn't happening enough to justify eating cream eggs.
I also haven't been as active the last few weeks as I've been exhausted and napping a lot.
So my goal is to get my healthy eating and exercise back on track and see what that does to my weight. I know that I'm bound to put on weight eventually, but if I'm eating healthily it should largely be genuine pregnancy weight that should go after the birth.
I'm hoping not to suffer from some of the complications of being big during pregnancy because I'm not eating to maintain a BMI of 41/38. So hopefully blood sugars etc will be more normal as long as my DH stops bringing creme eggs into the house and I stop eating them
Obviously don't go on a crash diet during pregnancy and get advice from midwives/GP etc. I think mine were okay with me sticking to what I was doing before I got pregnant because I had been doing it for a year and my body is used to it - eating no less junk food, smaller portions, eating more fruit/veg/wholemeal etc and gentle exercise. It would have been ridiculous to say I should start eating unhealthily again just to maintain my current weight.
I did worry that I wasn't eating enough when I had a lot of sickness though, so made a point of eating a little more (now have to drop that habit as sickness isn't everyday anymore).