Advantages of getting married during pregnancyMarried couples who have a baby usually don't have to go through any special procedures to get the father listed on the birth certificate it is normally automatic. On a bit of a morbid note, your baby will benefit greatly from your being married if the mother dies in childbirth. The husband will be recognized as a father, and will not have any custody problems. Likewise, husbands can make medical decisions on behalf of their wives (when she is not able to, due to not being conscious for instance) and their child, while unmarried partners normally cannot. Some couples think the idea of getting married in pregnancy is very romantic.
Disadvantages of getting married during pregnancySome people are opposed to the institution of marriage. You may not like the idea that people will talk about a "shotgun wedding", even if you had been trying to conceive for three years, while not being married! You may prefer the concept of your baby also participating in the wedding, perhaps by being a bridesmaid! You may think a pregnant belly doesn't look so great in combination with a wedding dress. You may not have the energy for a big wedding day and then a honeymoon while you are suffering from pregnancy signs and symptoms.
Of course, these decisions are very personal. We wish you good luck in making the best decision for you. Don't listen to other people too much on this one, because the timing of your wedding, or whether to get married at all, is something only you and your partner can decide on.