I got pregnant while uninsured. I applied and qualified for Medicaid, but we've been able to get me on BF insurance, through liberal domestic partner rules (Thank you, thank you, thank you!)
To me, as long as you are using it as a hand up, not a hand out, you are fine. I am in college, trying to create a better future for myself (not that college is a neccesary, just for what I want to do it is...), and while I first felt shame, I remembered that I have been paying taxes for about ten years and since Social Security will be dried up, why not grab a piece of the pie if you are able. They cover an enormous amount of doctors and OB/GYN, they cover 100% of the costs, and more importantly, insure your baby for the first year. At the same time you apply, you can apply for WIC, and a number of other programs. I didn't apply for anything other than Medicaid, so I don't know anything about those.
Think about the alternative. Don't be ashamed. And most importantly, if you do recieve help, use it as a stepping stone to get a better place for yourself and your baby.
Good luck!