I haven't had my hair dyed in a couple years but I say go for it! I did in my last pregnancies and never had any problems.
I dyed my hair once in my second trimester with semi-permanent dye. I'm going to dye it again either tonight or tomorrow. I'm 31, and started going grey at around 20, so I really do have a whole lot of greys to cover up. I normally dye it evry 6 weeks, so this has been a pretty big deal for me to just do it twice.
I checked with my doctor and my nurse practitioner and they both gave me the thumbs up.
I have dyed my hair twice.