I always had all day sickness when I was pregnant. With my first, it was awful till about 14 weeks and then I could gradually eat more things without the nausea and then was able to eat pretty well. With my second, things also improved at about 14 weeks, but there were a few foods that I still had an aversion to, and honestly there are a couple I still really can't eat (peanut butter and most chocolate for me). With my third, I unfortunately continued to be nauseous and even to get sick throughout most of the pregnancy. At the beginning it was all day and I couldn't face eating almost anything. As the pregnancy went on, I would have periods where I felt better, and I learned to eat during those times. There were other times where it was much tougher.
As everyone has said, every pregnancy is different. I will tell you that all of my children were born healthy, so I was always able to keep enough down to keep them happily growing. There are also some things (many already mentioned) that can help - ginger, peppermint, eating smaller meals, eating a few crackers before even getting out of bed, smelling lemons (or lemon juice). You might also try buying a pair of Sea Bands - they're acupressure bracelets made primarily for motion sickness and that you can get at most drug stores, and they sometimes help (worked with my first and some with the others).
Also, do the best you can and especially try to stay hydrated. I found ice chips and Italian ices easier to stomach than straight water. And definitely talk to your OB about your own particular situation (i.e - your weight and nutritional status going into pregnancy make a difference, they should be able to do an ultrasound to make sure everything looks good, etc.). Hang in there and know that this will end. Even with my last baby, where the nausea lasted throughout the pregnancy, almost immediately after delivery I was ready to eat most of those foods I'd been avoiding due to aversions.