Good for you for being informed. I came across this site recently which blurbs about the results of a number studies on mice/rat responses to various dyes (mainly red and yellow). They made my skin crawl.
http://www.feingold.org/Research/dye-studies.html
Do your research and go with organic/natural options especially during pregnancy and throughout their young lives (really through high-school) as much as you can, as these developmental stages are by far the most important.
An incredible amount and variety of chemicals additives have pervaded our modern lives, and we just now becoming aware (the public) of the potential costs. The amount that they are found in food is especially disturbing.
But there is hope! Don't stop reading and researching! You still get to decide what you put into body and mind as well as your child's. You'll have to do lots of the legwork yourself at first, but eventually you will start finding good sources/good people to get sound information from, etc.
Good luck!