Honestly, I'm on the fence with this myself. I'm not a big advocate of the flu shot regularly because I feel with proper diet, rest, and good hand washing your body will do what it does naturally and fight bacteria. This year, I did get a flu shot because of being pregnant and having a 3 year old. I'm someone concerned with the mercury preservative in regular flu shots, so got a preservative free shot.
In terms of H1N1, I've read and heard it's the same as a flu shot, just the H1N1 strand wasn't ready yet to be included in the regular seasonal vaccine. They do make a preservative free vaccine format of this too, it's just more difficult to get ahold of. I'd ask your OB/GYN if they know of a resource or contact your local health department if this is important to you.
I know plenty of pregnant women that get (and have gotten) the regular flu shot (with the mercury) and I know there were tons of pregnant women standing in line this weekend at a local clinic for 4 hours to get the regular H1N1 shot.
You have to decide what you're most comfortable with. Whatever decision is going to leave you worrying less and not stressed is what you should go with.