Generally. Most allergy and asthma medications are safe in pregnancy, but you need to consider both adverse effects on the fetus and risks to you of not taking your meds. Women should always discuss the use of meds in pregnancy with their physician.
Yes. Less is best, especially in 1st trimester. Benedryl and tylenol (acetaminophen) cold and sinus products are considered safe.
Allergy/Pregnancy. Some are and some aren't. You absolutely must speak with your ob/gyn and/or allergist prior to using.