Just to add on to the list that aloevera posted:
Oils to avoid during pregnancy include:
Basil, Cedar Wood, Cinnamon, Clary sage (during labor), Clove, Cypress
(after 5 months), Fennel, Hyssop, Jasmine (during labor), Juniper,
Lemongrass, Myrrh, Parsley and Pennyroyal
OILS RECOMMENDED DURING PREGNANCY
The following oils will be comfortable for using during pregnancy. As
always, use caution if you have allergies or a family history of allergies.
If you feel you may be allergic to oil, do a patch test first. Good oils for
pregnancy include:
Bergamot, Chamomile, Cypress (after 5 mos.), Eucalyptus, Frankincense,
Geranium (avoid in early pregnancy), Grapefruit, Lavender. Lemon, Mandarin,
Neroli, Patchouli, Petitgrain, Rosewood, Sandalwood and Tangerine
If you are currently pregnant and have been using any of the essential oils
that need to be avoided, but are not experiencing any bleeding or cramping,
then there most likely is nothing wrong. However, it is strongly encouraged
you to consult your doctor or midwife and discontinue use of the "to be
avoided" essential oils.
Aromatherapy Benefits for Pregnancy
Listed below are some of the benefits and therapeutic effects of the
essential oils recommended for use during pregnancy:
Bergamot: Analgesic, antiseptic, antidepressant, uplifting, and refreshing.
Helpful for cystitis during pregnancy.
Chamomile: Antiseptic, analgesic, anti-inflammatory and antispasmodic.
Soothes pain from muscular aches, headaches, toothaches and Indigestion.
Cypress (ok after 5 mos.) Antiseptic, antispasmodic, astringent and
diuretic. Helpful for Varicose veins, hemorrhoids and swollen ankles.
Eucalyptus: Antiseptic, antibiotic, analgesic, anti-inflammatory, antiviral.
Helpful with respiratory congestion.
Frankincense: Antiseptic, astringent, sedative, warming
Geranium (ok after 3 mos.) Antiseptic, antidepressant, astringent,
refreshing, uplifting. Eases aching legs and is good for poor circulation.
Grapefruit: Astringent, digestive aid, lymphatic stimulant. Helps with Water
retention.
Lavender: Antiseptic, antibiotic, analgesic, antidepressant, healing,
Relaxing. Helps soothe aches and pains of pregnancy, encourages cell renewal
and helps with fluid retention.
Lemon: Antiseptic, antibacterial, antifungal, astringent, stimulant, Tonic.
Useful as an inhalant for morning sickness and in Massage for varicose
veins.
Mandarin: Antiseptic, refreshing, tonic, mild relaxant. Can ease fluid
retention in leg and ankle massages.
Neroli: Antiseptic, antidepressant, antispasmodic, anti-inflammatory,
Relaxing. Useful in pregnancy to promote healthy skin cell Regeneration and
for easing nervous tension.
Patchouli: Antiseptic, antidepressant, anti-inflammatory, nerve sedative.
Eases confusion, indecision and apathy.
Petitgrain: Antiseptic, antidepressant, sedative, refreshing, tonic. Helpful
in dealing with pre or postpartum depression.
Rosewood: Antiseptic, sedative
Sandalwood: Antiseptic, anti-inflammatory, antidepressant, sedative. Helpful
for cystitis during pregnancy.
Tangerine: Antispasmodic, lymphatic stimulant, calming, sedative. Helps to
prevent stretch marks.
Tea Tree: Antibiotic, antiseptic, antifungal, antiviral, disinfectant. Can
be used to treat thrush during pregnancy.
Ylang Ylang: Antiseptic, antidepressant, aphrodisiac, sedative, lowers blood
Pressure. Restorative when overworked or tense.
Find more great aromatherapy information at
http://www.essentialaromatherapy.co.uk
*FINGERS CROSSED though* 
