Rachel here's what we did for Oz and Bella.
My dog has always been pretty motherly. While in Germany she pestered the grandparents of a child of our friends every time he made a single noise, going back and forth from the baby carrier to the grandparent until they told her it was okay.
From about the 4 month mark we talked to the dog about the baby. "The baby's coming Bella, will you watch the baby for us?" We used the same word for Oz over and over - The Baby. That way she associates The Baby with Oz. Less confusing that the 5 millions names we call our little one (Like LBG - Little Bald Guy).
When he was born after about two days of wear, DH took the hat he wore and let the dog smell it. He said this is from the baby and talked about the baby while she smelled it. When we came home from the hospital, we had a supervised visit. She smelled the baby, licked him and tried to bowl me over in an effort to get pets. Guess she didn't know I had a c-section either. *giggle*
We make sure that every day the dog gets 10 minutes or so of attention from each of us that does not involve the baby. She is always invited up on the couch (we allow that in our house) while feeding the baby. I've also left Oz in the middle of my bed (he doesn't roll yet that will stop as soon as he can) and told her to watch the baby. She jumps up on the bed and sits right next to him until I come back - I was using the little girls room.
She does feel a little neglected because we can't always play right when she brings a toy to us. We try and bring that toy back out after Oz goes to bed, or take the family for a walk. Basically try and keep her involved and feeling like she's part of the family. Of course she loves on anyone that comes to the door, so I know she still feels little like she's no longer the main event.