The alcohol content of fondue is virtually negligible and you can always decide how much you put in yourself. Unless of course you are going to a restaurant.
Personally I never worried about it, I mean you don't eat fondue every day, do you? The wine in the fondue is cooked, so most of the alcohol should be evaporated (at least that's what I always heard) -- perhaps just lay off the kirsch served with it!!
Anyhow, good luck -- it is a wonderful time, and enjoy your pregnancy!
Or you can purchase non-alcoholic wine to put into your fondue, to give it the 'flavor' without the alcohol.
Or... you can boil the wine gently for a bit (I don't know how long, exactly) to rid it of alcohol, as alcohol boils at a lower point than water. Then you add your cheese, etc. Stay away from the kirsch, though!
You may not want to eat a whole meal, i found it too rich and acidic for my pregnant belly. It gave me terrible heartburn and we had to leave the restaurant early as i was quite ill.
Not all alcohol cooks off - for food, it depends on the cooking time/method. In the case of fondue, I'd guess that about 25-30% of the original alcohol remains: http://homecooking.about.com/library...lalcohol12.htm
That said, it's up to you to decide whether that's a risk for you and your baby. Recent science suggests that occasional alcohol (i.e., not heavy drinking) is not super worrisome. But again - up to you. (same with: caffeine, raw fish, deli meats, raw cheeses, shellfish, etc., etc., etc., etc.)
I dont think eating fondue during pregnancy is harmful. My wife is a big time cheese eater. She use to eat a lot of cheese stuffs during her pregnancy. Please dont listen to me, as I am just an IT support, please consult your family doctor.
As I said earlier, the amount of actual alcohol you consume will probably be far far less than in a single glass of wine, and even that has be shown not to be harmful to a developing baby. Go ahead and enjoy it for pete's sake.
I've continued to eat fondue every now and then while I've been pregnant. I keep out the kirsch, and have the pot on the heat a little longer than normal before we start eating to let some more of the alcohol burn off. That being said, I've never asked my doctor about it, but I think the amount of alcohol left doing it this way is really minimal