I was on Lovenox for a while while pregnant and know other ladies that have. It really isn't too bad. (though I was on it only a short time). From what I learned during my experience: 1. heparin levels on your blood are easier to monitor so it is easier to make sure that you are within a target level (target to be determined by your doctor) 2. Apparently Lovenox is harder to monitor BUT supposedly it does NOT cross the placenta, like heparin does...so...that's an advantage. 3. As you might know, there is no concrete scientifc certainty that aspirin and other blood thinners work (unless you have a clotting disorder), doctors do use these on women that do not appear to have clotting disorder but it is more of an empirical treatment just because "somehow it seems to help". It worked for me, so I'd say even if it's just "empirical" it's worth a shot (no pun intended).
When you do have it, the shot stings a little bit and somewhat ugly bruising is to be expected so when you see it happen don't panic. You will also become more prone to bruising everywhere else on your body but you know, I know people that have been on blood thinners all their life and as long as you are careful, it should all be fine.
Speaking on being careful, I had to discontinue Lovenox because in the first trimester I had a subchorionic hemorrhage and the doctors thought it MIGHT have been made worse (NOT caused by) the Lovenox. That was quite scary for a while. Still, even though this bleeding aided by Lovenox caused complications throughout much of my pregnancy, I have a feeling that using the Lovenox was one of the things that made a difference in getting me over the 6 - 8 weeks mark, which is where my misscarriages had happened. I tell you my experience with the subchorionic bleeding not to scare but just so that you know and you might opt to be supercarful and rest a lot and take easy when on Heparin or Lovenox and hopefully you won't have to deal with the issues I had. By the way, that is the one pregnancy that did suceed. My baby is now almost 3 months old and doing great. Good luck to you.