If you're not a big sushi eater, this one is easy, but if you love a nice slab of raw salmon like I do, this one is painful.
Here's what I gathered: sushi can carry a parasite called anisakiasis which is a type of round worm. It can have you praying to the porcelain gods pretty quickly but I can't find anything where it can harm a fetus (it actually looks like the treatment is more dangerous than the round worm) and, in most places in North America, it's actually law that the fish has to be frozen beforehand which kills the parasite. Yes, you could get dehydrated from being sick but that could happen with any type of food poisoning. Why pick on raw fish?
There's always the mercury in fish argument. Large fish seem to be the ones to steer clear from (they eat the little fish that have a little bit of mercury so it adds up to a lot more in big fish.) The NRDC publish this list of fish that would be higher in mercury (but check out the full 'high and low' list here)
Ahi (yellowfin tuna)
Aji (horse mackerel) 1
Buri (adult yellowtail) 1
Hamachi (young yellowtail) 1
Inada (very young yellowtail) 1
Kanpachi (very young yellowtail) 1
Katsuo (bonito) 1
Maguro (bigeye*, bluefin* or yellowfin tuna)
Makjiki (blue marlin)*
Meji (young bigeye*, bluefin* or yellowfin tuna)
Sawara (Spanish mackerel)
Seigo (young sea bass)*
Shiro (albacore tuna)
Suzuki (sea bass)*
Toro (bigeye*, bluefin* or yellowfin tuna)
All that said, with most of my research pointed to the "rawness" of the fish making people squeamish and there seemed to be more of a prejudice against food that some people find "icky" than any major danger.
search: anisakiasis, dangers of eating sushi, sick from eating sushi