Few, if any PreNatal vitamins, are FDA approved. Most are registered with the FDA, but few have gone through the process of receiving FDA approval.
I, personally, am a big fan of Rx prenatal vitamins because of the FDA's oversight for clinical efficacy (effectiveness) and the ability to report safety concerns such as adverse events.
MANY pharmacies have plans in place to offer free Rx prenatal vitamins to the public. Locally Marsh pharmacy offers then, and I know Stater Bros in CA introduced a program last week. I'd ask around and see which are covered by your insurance and what the cost is vs. OTC products.
Always get your OB/GYN's opinion - my thoughts are that prenatal vitamins are not something you want to cut corners with. With both kids, I was willing to spend $30/month for a good Rx prenatal vitamin per my OB's guidance.