I get cold sores fairly regularly anyway, but I'm more susceptible to them when I'm pregnant.
I've gotten them a couple of times during both my pregnancies, usually at the very beginning and the very end.
They do flare up when you're run down or stressed so pregnancy is a time you'll usually get them.
I used to use the Nyal Coldsore balm (get it at the supermarket) because you can't use any of the anti viral creams (Zovirax, Virasolve etc) while pregnant.