My first pregnancies were marked with horrible depression...I only had morning sickness a couple of times with each. Later on as they progressed and my babies got heavier, I did end up wracked with pains and aches and not being able to sleep comfortably (or sleep at all). This time around, I'm not depressed, but I had morning sickness like there was no tomorrow. Even hitting the second trimester didn't help at all. Now I'm in my third and still throw up once a week. Yay. And the aches and pains are starting in earnest lol.
I try my best to enjoy being pregnant...Feeling my baby move and respond when I talk, etc. But there's a lot of unpleasantness that goes along with it.