Consult your physician before taking ANY medication while pregnant. Alcohol can be a poison to the fetus. Fetal Alcohol Syndrome is a condition in which the newborn has multiple deformities and can be mentally retarded, all of this is directly related to alcohol consumption. The risks are dose related, therefore, AVOID ALL ALCOHOL.
Smoking cigarettes during pregnancy can be very harmful and since it is a harmful habit I have included it in this matter of Drugs and Pregnancy. There may be an increased risk of miscarriage, interuterine growth retardation, and lower birthweights. There may be even long term physical and intellectual problems as a child develops. Also, avoid passive smoking. That is, someone smoking next to you.
Marijuana smoking should also be avoided at all costs, as should cocaine and other drugs.
Caffeine should be avoided, or at least its consumption should be cut down. There appears to be no direct harmful effects on the developing fetus when used in moderation (less than two cups), however, I still recommend to my patients that they have no caffeine while they are pregnant.
Of all the things you do in your pregnancy for your baby, the most important is to avoid all drugs. I cannot emphasize that enough.