Young Living oils has a blend of essential oils that is great for respiratory support. I don't want to sound "salesy" on here so I'll just link my recent blog post about it.
http://essentialsaromatherapy.blogspot.com/2007/10/cough-...
Also, just to let you know - it is 10% off until the 15th of November. :-D
Marjoram is the only oil in the blend I noticed right off hand that is sometimes seen on a "avoid during pregnancy" list of essential oils becuase it is an ammenagogue (sp?) - which means it helps regulate late or stubborn menstrual cycles. It would be one to avoid during first trimester becuase of that effect (helping bring on a late menstruation) but I've used it during 2nd and 3rd trimester safely.
Talk with a naturopath or midwife with experience using oils if you have any other questions.
Eucalyptus oils and pines are GREAT for breathing support and peppermint is so refreshing - kids like it a lot and it's got that nice anti-microbial effect. :-)