The overwhelming majority of health professionals think that ultrasound is completely safe. So although any long-term ill-effects are not known because obstetric ultrasound has not been in use for long enough, I'd say not to worry about it. My personal view is that ambient pollution, chemicals etc are more likely to be risky to the unborn child than being scanned two or three times in nine months.
For various reasons ds was scanned five times before he was born and dd six, and I was glad of the reassurance/extra information we gained in both cases.
Just to echo what Marina said really. Ultrasound scanning is considered safe but many radiographers prefer to keep scanning to a minimum
in case there are unknown risks which may become apparent in the future. I saw an article in The Times a few days ago about the 3D scans you can get which raised this issue as the scans can take a long time to do.
Only thing I've heard is that children who underwent alot of scanning during pregnancy are more likely to be left-handed which is not a problem but does indicate that scanning may have some effects on the developing brain - so far though nothing problematic found.