During Pregnancy:

It is safe to have sex throughout pregnancy, as long as, there are no other issues, such as vaginal bleeding or any other complications. If there are any, or you suspect that there may be, you should contact your doctor or midwife immediately. As pregnancy progresses couples may have to experiment with positions which will maximize the woman's comfort, and allow her to control the amount of penetration. If she is experiencing any discomfort the use of a lubricant might be helpful.