Disclaimer in advance: I am not a professionally qualified aromatherapist, although it’s been a hobby of mine for almost two years now.
I’ve personally never had any experience with the use of aromatherapy in pregnancy, but here are some tips from various reference books of mine.
Certain oils are not reccomended early in pregnancy. If she is due in July you’re out of the danger zone, but you probably should wait a month or so before using these anyway, just to be certain. The list I have is: Aniseed, Armoise, Arnica, Basil, Clary Sage, Cypress, Fennel, Hyssop, Jasmine, Juniper, Marjoram, Myrrh, Origanum, Pennyroyal, Peppermint, Rose, Rosemary, Sage, Thyme and Wintergreen.
Actually I’m slightly puzzled about some of those - Wintergreen in particular shouldn’t be used under any circumstances for home use, and as far as I know has no professional uses either. Still, that’s what the list says.
I’ll second what Stinkum says about Ylang Ylang. It’s very nice and relaxing, but you do need to be careful not to use too much.
Sandalwood is also a nice smell, but I wouldn’t use it in massage or a vapouriser. The former, mostly because it’s too expensive, the latter because it just doesn’t work. Sandalwood is, not all that surprisingly, a wood oil. This means that it’s very thick and has a high boiling point - a fair bit higher than that of water I think. Speaking from personal experience when you put it in a vapouriser it does nothing.
You could however try putting it in a light base of some sort - a little bit of oil, or some sort of cream, and applying a little to her face (Just below the jaw bone is a good area). This will get the smell to her fairly effectively. I must admit, I tend to use a drop of sandalwood neat for that kind of thing, which isn’t an amazing idea but also not generally terrible. However, high concentrations are not a good idea in pregnancy, so I strongly suggest you don’t do that.
Another warning related to Misery’s suggestion (I don’t mean to pick on you here, really! 
). You should probably keep the dilution fairly low if you use Camomile oil. It is mild, but not that mild and it’s better to be safe. Also, make sure she likes the smell first. Some people love it, some people hate it. (I’m somewhere in between. I find the smell nice in low doses, but rather overpowering). Also, I can’t find a cite for this, but ISTR you should wait 'till later in the pregnancy before using it. (I wouldn’t take my word for it 'though, as I can’t seem to find a reference.)
Another good one is sweet orange and/or mandarin (I prefer sweet orange, but opinions vary on that). I find sweet orange is better suited to a vapouriser, but mandarin is actively reccomended for use in pregnancy - it’s completely safe, and good for relaxing and reducing nervous tension.
On a related note, it is apparently useful in reducing stretch marks. A reccomended combination is one drop each of lavender, neroli and mandarin in 10ml of almond and 2ml of wheatgerm oil, massaged over stomach and hips daily. I have no idea if this works or not, but I just noticed it in my reading so I thought I’d mention it.
Incidentally, it’s nice to know that there are others around here who are interested in Aromatherapy.
Hope some of that helped,
Kit