Yeh you don't need a supplement if you are getting enough in your diet. Fish (not shark/flake, swordfish etc for pregnant women though!) is a good source of iodine and milk can contain varying amounts. There is some in meat and vegetables too. Iodized salt (make sure the salt container says its Iodized) contains 25–65 micrograms per gram of salt. Pregnent women need more iodine than normal - about 200micrograms per day and many don't get quite enough here because our soil is "old" and contains low levels of iodine. One of the main reasons why you need more is because your kidneys filter more out when you are pregnant.

Its bad to have way too much iodine as well... And people with thyroid problems should check it out with their doctor before taking supplements...

I just mentioned the blackmores pregnancy&breastfeeding tablets because they now contain somewhere around the daily requirement, as do their folate+iodine ones.

The reason why iodine is important is its an ingredient of thyroid gland hormones, which in turn do a lot of things, but have an important role in the baby's brain development amongst other things. Extreme iodine deficiency (nonexistent in australia) results in "cretinism".

You don't necessarily need an actual iodine supplement, just using iodised salt should be sufficient, unless you have a diagnosed iodine deficiency.