Leg cramps are common in pregnancy and the jury is still out on what exactly causes them. It can be a calcium or magnesium deficiency (thus the bananas), or dehydration, or just a quirk of pregnancy. And they can definitely hurt! I had some that had me limping for a few days. :S
Avoid pointing your toes, stretch your legs out before you rest, drink plenty, and try a calcium/magnesium supplement. For what it's worth, the cal/mag helped my prelabour cramps and helped me sleep better too, along with alleviating the leg cramps. (It doesn't help everyone though.)