I'm not a doctor so this is purely my opinion. I've just been trying to use my own common sense when it comes to what to eat and what to avoid. I've been under the understanding that you should avoid shellfish during pregnancy, I'm assuming as there is a higher chance of getting food poisoning. Personally, I have avoided things such as mussels etc but I have eaten prawns. I think as long as you know where the fish has come from eg how old it is and how well it has been cooked then you should be fine.. but I would maybe aire on the side of caution when tucking into a prawn sandwich that has been left on the shelf all day..
I thought it was just raw shellfish that was an issue - oysters (bleurgh) and the like. I've been eating cooked shellfish (prawns, mussels etc) and squid and am 7.5 months gone - but as Mumtobe26 says, I've exercised my judgement as to what the shellfish is, how it's been stored, cooked etc. No dodgy petrol station prawn butties and the like! But I'm not sure I'd eat them even if I weren't up the duff.