From drspock.com :
Fish
Many fish are fine to eat in pregnancy, including farm-raised trout and catfish, pacific salmon, and fish sticks. Canned tuna is probably okay if eaten in moderation (once a week or so).
Shark, swordfish, king mackerel, tilefish, tuna steaks, sea bass, and many other large fish may contain high levels of methylmercury. This type of mercury, which is unaffected by cooking, can cause nerve or brain damage when ingested in large amounts. The fetus, with its developing nervous system, may be more sensitive to mercury than adults are. The Food and Drug Administration and other organizations recommend that women avoid eating these types of fish during pregnancy and, if possible, for three months prior to conception. For more information, check out www.pirg.org/toxics/reports/brainfood.
In addition to the dangers associated with the level of mercury in some fish, there are also risks specific to raw fish and sushi. Raw fish that aren?t handled properly can be contaminated by viruses, bacteria, or parasites. That said, there is nothing about pregnancy that makes sushi particularly dangerous if served by a reputable sushi chef who knows how to evaluate and handle the fish. You will have to use your own judgment on this one.