I went to Bali whilst pregnant all three times. No problems at all. I spend most of the time up the east coast and mountains and away from the more built up areas. Best thing is to make sure you drink bottled water and make sure you drink LOADS of water. You have to keep hydrated (I made that mistake once) Eat sensibly, carry antiseptic wipes and listen to your body. Dont over do it!
Have fun, any where you go you will have a ball. I am thinking of headed back in Feb again ( went twice this year LOL, addicted )