Before you become pregnant (ideally at least three months) you should start taking a prenatal vitamin with at least 400 micrograms of folic acid. This B vitamin has been found to dramatically reduce the incidence of birth defects and can lower the risk of preterm labor too. This same prenatal vitamin should give you the right amount of many of the other nutrients you need for a healthy pregnancy, like iron, which helps prevent anemia. I like to recommend prenatal vitamins that contain DHA and omega-3 fatty acids, which studies have shown to boost baby's brain development and even decrease the incidence of postpartum depression in new moms.
Calcium is one essential mineral that most prenatal vitamins don't contain enough of, which is why many doctors recommend that you take a calcium supplement in addition to your prenatal vitamin. Just remember that the iron in prenatal vitamins can interfere with your body's absorption of calcium, so it's a good idea to take your prenatal vitamin in the morning and your calcium supplement at night.
Of course, eating a healthy, well-rounded diet is essential while you're pregnant, but the truth is that it's unlikely you'll get all of the key nutrients you need through food alone. Think of your vitamins as an insurance policy for the days you don't eat as well as others.