T.H.
I share your concerns, and asked our ped what she thought (my son is only 5 months, so I have some time to think about it...that said, my 4 year old has had all her vaccines on schedule). She said her new baby (currently 4 months old) will have all her vaccinations on schedule, but she understands the concerns about autism, etc. particularly with the MMR.
In our pediatricians office, all the vaccines are thimerosol-free, and they are single dose vials, which are the two "mercury" issues. You can check with your doctor, but I'm sure your doctor's office is the same.
My understanding is that in addition to the "normal" reactions of fussiness, fever, etc. that some kids get with their vaccines, the MMR has additional controversy. Some parents of autistic kids report that after they had their MMR at 12 or 15 months, their baby's verbal and social skills stopped developing or regressed.
The question is: was it the shot, or was it the natural progression of the disorder? Regressive autism usually manifests itself between 18 months and 3 years old, so who can say? Since no CAUSAL relationship has been proven, but the possibility of a link remains, our pediatrician suggested we wait until baby's verbal and social skills are well-developed (like at 24 months or later) before we give him the MMR. That way if anything were to happen, we would have a clearer picture of his development pre- and post-vaccine. My understanding is that if your child is not enrolled in school or anything, docs are more likely to OK waiting.
I think that's what we're going to do. My doc was great about it, and answered a lot of my questions, so I would encourage you to discuss it openly with your pediatrician. My goal is to keep my kids as healthy as possible, and these are preventable illnesses, so I'm pro-vaccine. The waiting felt like a reasonable precaution, and all I can do until more studies are done.
Good luck!