DD (4.5 when I got pregnant, turning 5 this month) went with me to my first blood test, and my u/s. She was very interested in every part of it, she asked the doctor a million questions during the u/s, and enjoyed playing with the model uterus on his desk!
She has been very involved since day one. And I'm planning on a homebirth, just hoping that she won't be at school or sound asleep when I birth so she'll be a part of that too. We watch Baby Story, and Maternity Center, and she is very curious about the whole thing, almost scientific.
Overall, definitely been a good thing.