The following will not apply for all women. Any high-risk pregnancy has a whole different set of rules!
I would advise all pregnant women to talk to your physician before using any toys. Of course, this may be embarrassing, but your fetus is depending on you to take care of it. In cases of a high-risk pregnancy or a pregnancy that has experienced any complications it could actually be dangerous to have an orgasm, engage in intercourse or use toys. Please know your pregnancy limits, if any, by consulting your physician! If in doubt, don't use insertable sex toys.
For many women, beginning around the 4th month, the genitals start to swell...which is what happens when women are aroused anyway! Women can become almost perpetually sex happy! It also might make a tighter feeling on her partner and more intense orgasms for her! Some women find that they can have several orgasms in a row while pregnant when they couldn't before. This state can be caused by a few factors: If you've been trying to get pregnant for some time, you are now already pregnant and the "pressure" is off; you are now pregnant and you don't have to worry about birth control; and you are just relaxed and want to enjoy your ever-changing body and increased hormones. This may not happen for all women.
It is normal for a woman to have Braxton-Hicks contractions or cramps before or after an orgasm. After all, orgasm stimulates the uterus. Some believe that these can improve the muscle tone in the uterus.
If you're using a penetrating toy (or having intercourse), there is absolutely no need to worry about injuring the baby. The baby is in a nice sac filled with fluid that absorbs shock, and in any case, no toy or penis actually push past the cervix. So there is no need to worry about harming the baby from penetration. The baby also can't see you. It is important to note here though, most doctors advise against using a penetrating toy while pregnant only to reduce the amount of bacteria being introduced into the vagina.
You might produce more natural lubricant than usual, but a nice water-based lubricant won't hurt. Be sure the lubricant as no spermicide, which can irritate the vagina.
The cervix swells a bit due to extra blood flow, and after deep penetration you might bleed a little bit. In this case you might have to use shallow thrusting with a toy, have your partner be gentler, or try a different position. And, most important, if you are pregnant and bleeding CALL YOUR PHYSICIAN!! There could be another reason for the bleeding.
From Good Vibrations Guide to Sex: "During the later stages of pregnancy, vibrators may help alleviate soreness or pain and provide convenient genital stimulation if your mobility is reduced." Also more than a few nursing moms have reported that a holding a vibrator to a painfully clogged milk duct in their breasts will loosen it right up.
Most of our toys are totally safe to be enjoyed, although most pregnant women need to lay off the really rough stuff for a while...your body is changing pretty quickly! A good orgasm, with a vibrator and/or partner, can ease discomfort and pain by releasing endorphins. It shouldn't hurt. But for any questions on whether something is "safe" during pregnancy, you really should ask your physician.
Special thanks to Laura Poole for her insight on this subject!
"Today is your day! Your mountain is waiting. So....get on your way." Dr Seuss