I try to schedule my OB appointments for when Jimmy is at school, but once or twice I have had both kids with me for an appointment. They get a big kick out of hearing the heartbeat, and when we come home they will get their toy stethoscopes and "listen" to the baby. In fact, they don't EVER use the stethoscope on people's hearts, always on the belly (which is interesting, because the doctor uses a doppler, not a stethoscope).
I love being their patient as they hold the chestpiece to my belly and then they say "wah wah wah" over and over.
And then inevitably they will have to listen to the "baby" in each other's belly and also in Daddy's belly.