You're most likely to have it in your first trimester. Some women have it all the way through. This site has a pretty good walkthrough of all the normal things to expect:
http://www.pregnancyguideonline.com/index.html
The only symptoms I ever had was the obvious weight gain and pain in my hips when they began to separate. The mood swings, nausea, food cravings, swelling, and all that other stuff never even happened.