I went to have my highlights done at 9 weeks and my stylist wouldn't do them. She said it's a big no-no before 12 weeks, so I came away with a lovely cut and blow-dry and dark roots!
There again, with my first pregnancy, I was completely oblivious to these worries, drank tea and coke, went skiing at 10 weeks, had my highlights done, didn't take folic acid until about 6 weeks as it was a surprise pregnancy... had a trouble-free pregnancy and my toddler is healthy as anything!
Ironically, was more careful with everything second time around, and have just had a miscarriage. At the end of the day, you know you're body, be sensible, but in the end, what will be will be...