Yeah, I would check with your doctor. I've also been on and off medictions for depression and my doctor thought the it would be worth it for me to be on antidepressents during a pregnancy. The drugs she felt were the safest were Prozac, Wellbutrin
Welcome, and congratulations on your pregnancy!
I am not experienced with depression, but I highly recommend talking to your dr. or a professional before stopping your medication. It may be that the med you are on is safe, or that there is a safer alternative they can point you towards.
If you would like to research the medication yourself while you wait to discuss with a professional, this is a link to a website that describes different medication classes in relation to pregnancy: http://www.safefetus.com/fda_category.asp Near the top, middle of the page is a "drug search" link, where you can search for the drug you are taking and find out its status. Although class C and D drugs sound scary and are generally not recommended, I was on several class C drugs (phenergan and fioricet, for migraines) and even a class D drug (hydroxyprogesterone in the form of 17p/delaluten shots) off and on during my pregnancy, and baby turned out fine. But, I will stress that I took these medications under the direction of a doctor and only because the alternative to not taking them was more risky than me taking them (as you mentioned in your post, this may be the case for you as well).
Finally, you may want to check out the Pregnancy and Depression/Mental Illness board here on iVillage: http://messageboards.ivillage.com/iv-pppregndep
I wish you luck, and a happy and healthy 9 months! Again, welcome, and please stick around the board throughout your exciting journey!