There are lots of things to avoid in pregnancy. Alcohol and smoking are pretty well known. Some less well known things are:

1) Avoid saunas, hot tubs, or other things that will elevate your body temperature. (Although appropriate exercise is encouraged.)
2) Many types of fish. (Because of the possibility of mercury poisoning.) Start limiting intake of these fish 3 months prior to trying to conceive. Do not eat Shark, Swordfish, King Mackerel, or Tilefish. For details on safe amounts of other fish click here.
3) Too much Vitamin A. (Can cause birth defects. The amount found in most Prenatal Vitamins is appropriate and is usually also a safer formulation of vitamin A.)
4) Cod liver oil. (You may consider taking this because of the omega-3 content; however, it actually contains a high amount of Vitamin A, so should be avoided.)