I splurged a little bit on this purchase, because memory keeping is a bit of a hobby/passion of mine and I wanted something that looked beautiful and had enough space to include photos and memorabilia. I got the Tummy Talk journal on Amazon. It has sections for things like how you announced your pregnancy, cravings, dreams, symptoms, etc. A whole section devoted to prenatal appointments, a whole section for week by week updates, a section for a baby shower, and a section for the delivery itself. It's really well done.
http://www.amazon.com/Tummy-Talk-Pregnancy-Journal-Album/dp/B000N5XPZ4/ref=sr_1_1?ie=UTF8&qid=1358052991&sr=8-1&keywords=tummy+talk