Considering that I didn't get my invitation letter until I was almost at term (I'll be 38 weeks tomorrow), I wasn't even going to risk it. The only time I get flu is if I let someone jab me full of vaccine, so...
Anyways, much like SARS, foot and mouth, avian flu, etc... it's just another sickness, and the flavor of the 'week'. It's been shown repeatedly to be less severe than your average seasonal flu; only some 0.026%
((note - that's the figure I THINK I remember from BBC; I didn't go look it up again)) of people known to have had swine flu have died. Pregnant women are at bigger risk, sure, but we're at bigger risk for everything with this compromised immune system thingie going on!

I'm not a doctor, though - I'm just a crankypants'd wench that despises media pressure to freak out over something that really worth freaking out over. If you want the vaccine and can get it in time, more power to you, IF it's what you really want.
And, of course - congrats on your expectant state!
