I haven't had any daycare families pregnant so I haven't been in your situation, but if I were I would for sure buy a small gift, as I am quite close with all my families and they buy for all my kids' birthdays and vice versa.
For the one you know the sex of, maybe a cute outfit or a set of onsies/sleepers with a small baby toy. For the one who you don't know the sex of, why not a Babies R Us gift card along with a cute stuffie.