Someone mentioned eating fish and what we're all eating so here goes: I'm pretty much flying in the face of conventional wisdom here, after year of researching the perfect human diet and a refusal to take biosynthetic compounds of nutrients readily available in nature.
I have a lot of fats like coconut oil, full fat milk and (grass fed, organic) butter. I eat tons and tons of oily fish, dark and white meat, always with masses amounts of kale, spinach, cabbage, starchy veg like sweet potatoes or yams, broccoli, peppers, leeks - though not always at once 
I'm also eating a lot of liver - which I know is one of the things that will make most people go
at. But it is FULL of amazing nutrients and minerals - exactly what me and my baby need!
I have salmon at least twice a week - rather than take omega supplements, as too much of one makes the other go down.
The mass of dark, leafy vegetables supplement my folate needs. NOT folic acid - yet another biosynthetic compound we're encouraged to take. I also up it with natural folate supplements.
The only sugar I get is from fruit - I've completely rejected fructose at all costs. Nasty, nasty stuff! Your body treats it like poison - why would I give my baby that? So when I have a sweet tooth, I blend some frozen berries into a slushie.
I firmly believe everything our bodies - and by extension - our babies need can be found in good balance by nature. I never have anything processed - including wheats and grains. So bread and pasta are completely out.
Probably the only concessions I've made to conventional "diets" while pregnant is not eating seafood, mayonnaise and drastically reducing caffeine intake. Apart from that, I researched what me and my baby need and the best way to get it which - surprise - is usually best through food.