Should expecting dad and I both be vaccinated for pertussis before the arrival of our newborn?

Certainly yes. Grandma and grandpa as well. Over 80 percent of pertussis in infants are traced to close family member.
Prenatal transfer. The vaccination policy for expectant mothers is based on transfer of antibodies via the placenta to your newborn before birth. At age two months the baby will receive her or his first set of immunizations. Congratulations, and having all caregivers vaccinated is also a good idea, if they can receive the vaccinations.