I'm 20 weeks and have RA. Before pregnancy, i was taking sulfasalazine, etodolac and cocodamol for it. Yes, i do still have some pain (from the damage already done), but generally, the daily pain has reduced a lot (though i still have the fatigue).
I'm not sure what type of arthritis you have, but my rheum said it was up to me with regards to the sulfasalazine - so, i came off it the day i found out i was pregnant (~6 weeks), and will go back on it gradually around 32 weeks, so i have it in my system post-birth to try and minimize a flare. NSAIDs are a no-no in pregnancy, but they've said i can take co-codamol, albeit very sparingly. (Seems the biggest risk is if you're taking it regularly in 3rd trimester, of dependency in baby). I'm trying to get by on a couple of doses a week. I've managed a few periods of 1-2 weeks without taking it, but now i'm finding that with pelvic pain kicking in, i'm needing it, but trying to stick at a max of one dose per day. Cocodamol has been around for a long time though, and thankfully a fair amount is known about it, and it is fairly "routinely" used in pregnancy.
Is it just your GP you've spoken to so far? Mine was great in looking up all my meds properly (i have other medical conditions too), but it was the rheum who was most useful.)