You asked

Is it safe to have vaccinations during pregnancy?

It is generally advised not to have any vaccinations during pregnancy if they can be avoided or unless the benefit of the vaccination far outweighs any concerns.  
Winter of 2009 saw the emergence of Swine Flu (H1N1) and the knowledge that pregnant women were in a very high risk group if they did not receive a vaccination.  In the case of Swine Flu, having the vaccination is completely recommended by Irish Health Protection Surveillance Centre and the HSE.
However, before you book a holiday to an exotic location check what vaccinations are needed.   For an easy life, chose a destination where no vaccinations are required. Sometimes travel is unavoidable be it for work or family reasons. In these cases, speak to your doctor or a travel clinic to discuss the benefits of the vaccination versus the risk. In some cases, vaccines which are considered unsafe in your first 13 weeks may be ok to have later in pregnancy.

It’s very difficult to test which vaccines are safe in pregnancy given that you would have to test them on an expectant mum and her unborn child. So conclusions about safety are usually made on the basis of testing the vaccines in animals. 
The Royal College of Obstetricians and Gynaecologists in London advises to not travel to areas of risk if pregnant. However, they also advise that the benefits of vaccines over not taking them far outweigh any potential negatives. They say for example, “that malaria infection in pregnancy carries significant risks to mother and baby which may result in reduced birth weight in the fetus and this may have health consequences in later life.” They also point out that some countries have far higher incidence of contracting Malaria than others. For example the risk of contracting malaria when anti-malaria medication has not been taken in advance of travel, in Papua New Guinea is far higher at 1:20 than the chances of contracting malaria in Central America and the Caribbean which stands at 1:20,000. (Source: April 2010 “The Prevention of Malaria in Pregnancy”). That doesn’t mean you should head to the Caribbean on holidays but if you must travel you should research your destination thoroughly in advance.
It is also generally considered, that  'inactivated ' vaccines are thought to be safer than 'live' ones.  
The Royal College of Obstetricians and Gynaecologists consider that the following vaccines can be used when pregnant if you must visit an area with a high risk of disease: Diphtheria, Hepatitis A, Hepatitis B, Measles, Polio (injected), Rabies, Tetanus and Typhoid (injected).  The following (usually live) vaccines are not safe to be taken during pregnancy: MMR, Polio (taken orally), Typhoid (taken orally) and Yellow fever 
Our opinion would be that taking unnecessary risks just doesn't make sense and so in most cases a non-essential pleasure trip overseas should be avoided during your pregnancy.  
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