Anything with retinol, retin A or vitamin A should be avoided - so that would be some acne products and anti-ageing products. Also avoid taking multivitamins with vitamin A in them. Pregnancy multivitamins don't usually have it added.

TBH most skin/hair/makeup products will pose little to no risk to your baby. But personally I think that in general, most of these products have too many chemicals in them so I have started using organic products. If you want to really be on the safe side, I would recommend looking at organic products. Just be careful about what essential oils they have in them, as some oils (I know Jasmine is one) should be avoided in pregnancy. Overall though, if you have some fav things that you use now, you should be able to keep using them.