Other than the OLO program, which I think you apply for through a CLSC or whatever they're called now, I'm not sure what else is available for pregnant women.
When the baby's born either in hospital or with a midwife, you fill out a birth registration and I think that now automatically applies you for the provincial child benefit. You'll also get a form to apply for the federal child benefit, and federal child care benefits (the $100 from Harper). It usually takes 2-3 months from application to get these things, assuming your previous years taxes are in order.
I think that you get more b.s. as a parent of a child under 5, but I'm not sure about pregnancy or how to ask for it.