Just a note from personal experience -- if one supplement type isn't working, SWITCH TO SOMETHING ELSE.
I tried several things last pg and none worked (including Floradix among other things). I finally found this form of Chelated Iron Bisglycinate and it worked, and it didn't contribute to constipation:http://www.vitaminusa.com/geirbi180ves.html
I've been very proactive this pregnancy and started taking it around 20 weeks, because my hemoglobin had already started to drop.
I get the supplement at the local health food store, and that's the brand that has worked for me. It may or may not work for you, but whatever you do, please do something and stay on top of having your levels checked so you know when a supplement is working. Not only is it unhealthy for you but it's unhealthy for your babe in utero for you to remain anemic.
Last pregnancy I was severely anemic, and it took a while to get my levels back up (like two months). As a result, the baby's iron stores ran out early.
She was anemic by her 12 month WBV (despite having had no symptoms -- we were shocked and felt terrible). Then we had to deal with supplementing and it was a nightmare honestly. She was totally receptive about trying new foods at 12 months. After just a few weeks of giving her the nasty iron supplement the ped bullied us into using, she lost her willingness to try new foods. I don't blame her.
But she's over 2-1/2 now and still very distrustful of new foods, and I'm still paranoid about her iron levels. We ended up going with an herbal supplement for her (Tri-Iron from Trilight herbs) after the other iron gunk wasn't working, and the Tri-Iron worked great. But I was unable to take it myself this pregnancy because I had a condition requiring me to avoid stimulating herbs. So I needed something else more straight forward. The Gentle Iron has totally done the trick. I take it every morning on an empty stomach with a big glass of OJ.
And we do a lot of cooking in cast iron. We focus on Vitamin C rich food/drink with our iron supplement, and avoiding calcium (which as PP pointed out, inhibits iron absorption).
But the bottom line is I wish I'd known to take it far more seriously when I was pregnant last time. I also would've continued to take iron supplements after she was born, because while it is only in trace amounts, recent studies indicate some iron can get through your breastmilk (and this is what our NEW ped -- who's wonderful -- told us too). It doesn't hurt, that's for sure.
So please do continue to take it seriously. If a supplement form you're trying is not working, get something else pronto. Don't delay. And don't rely on diet alone at this stage. Once your levels are back up, then diet is the ideal way to maintain iron levels, but once they've dropped so dramatically, you really need to supplement.
Good luck! I hope things improve for you very quickly!