The most important thing is to be healthy. That said, it is possible to keep your weight down. Midwives believe that a special diet should be followed by all pregnant women. By "diet" I mean "way of eating". It is not in the least bit restrictive, but instead relies on you getting plenty of protein,dairy, fruits and veggies. Once you eat all you're supposed to eat, there is little appetite left for sweets! Midwives and natural birthing advocates feel that a good balanced diet goes a long way for a healthy pregnancy, especially when it comes to things like pregnancy induced hypertension (high blood pressure) and gestational diabetes.
My midwife gave me a recommended diet, but later I found that it was basically the Brewer pregnancy diet, which is also the diet recommended by Dr. Bradley and the Bradley method of pregnancy and natural child birth. http://www.bradleybirth.com/PD.aspx The point of it is not to restrict, but instead give you all that you need to have: protein, dairy, healthy fats, veggies, fruit, and salt. Yes, salt. A little salt is healthy for you.
I gained 20 lbs over all with my third pregnancy and it was off by my 2 week check up. Unfortunately I am still carrying weight from my first two pregnancies....but I didn't follow the Brewer plan with my first two either.