I am in the third trimester, so know from reading and internet research that quite a few are safe then, apart from clary sage, which is only to be used in labour I think. (although some say not to use at all, as it is works on the uterus and strengthens contractions) Best to get info from an aromatherapist, but I have been making blends of things like lavender and geranium (good for relaxing) bergamot and neroli, and keeping them in little roller ball bottles, labeled in my bag with 'for labour' and 'relaxation' written on them. lavender is antiseptic, as is tea tree oil - in a bit of milk in a bath is good for after if, ahem, bits are sore. Grapefruit and ginger are good for circulation and water retention - so foot massage for when they get achey and swollen...
Wheatgerm, sweet almond, olive oil even, all good for massage as they are carrier oils, which sink into the skin well. Wheatgerm I think helps to heal scar tissue too - although that could be rubbish! but any moisturisation is good!
I have also made a blend for perineal massage which is sweet almond, lavender and neroli.
To be honest, I have just found lots of recipies for blends sold for pregnancy on the internet, and then bought the oils on ebay - 'makenzie oils' are good, and will give you fact sheets on all the oils and also info and advice if you call them up.
get a reference book if at all unsure, as they will err on side of caution anyway. some massage places wont do pregnancy massage with any oils at all - my idiot hairdresser wont even massage my head when washing my hair, in case it 'does something' - if it did bring on labour, trust me, I would be down there everyday for the next week!
Hope that helps, and congrats on baby!