The first visit you will probably be checked out "down there". If you aren't sure when you got pregnant they may do a dating ultrasound (one of the most amazing experiences while pregnant). After that, most of your visits will just be the doctor listening for the heartbeat with an electronic thing that just touches your belly, and feel around on your belly for the baby position (as you get further along), and measure the height of your uterus, again on the belly. You do leave a urine sample to check for proteins and such at every visit, and there is a blood draw once or twice over the course of the entire pregnancy (I just lay down and close my eyes and let them do what they need). I found that the visits were pleasant (got to hear the baby's heartbeat every visit, so cool) and informative - even if you don't like doctors you should be able to enjoy most of your prenatal visits.
It is very important to go to all of your checkups. Most likely everything will be fine at each one, but just in case it's good to fix any problems as early as possible. Enjoy your pregnancy
State Certified Early Childhood Special Education Teacher
New Mom as of March 2009!