It definately depends on what they're doing the surgery with. I had all four of mine taken out last spring, and a few days afterwards realized there was a slight chance I could be pregnant, so I did a ton of research.
I had mine out with conscious sedation, I'm totally blanking on the drug names right now, but it was an anti-anxiety sedative and a form of fentanyl. From my research, the ones I specifically took weren't proven to be harmful during pregnancy, but they couldn't totally rule it out either. I don't remember what class that is. The main concern was to do with tooth development, which seemed like an odd problem to me...
Anyways-- this is all just to echo that it totally depends on what drugs you're using. Also, how high your pain tolerance is for afterwards, as you'll want to be careful with things like T3's, which in my research, seemed to be worse than the drugs I was given during the actual surgery.
For what it's worth, I am absolutely terrified of dental work, the the sedation was a miracle. I felt like kissing my surgeon afterwards.