Hi Merie,
I didn't use one (didn't need it) during my first pregnancy. Ideally, you won't need one, as the tendency is to be a little lazy with holding in your abs... BUT, that being said...
This pregnancy, I have really painful varicose veins in my groin area. I seem to be carrying this little guy very low, and the pressure on my pelvis is very painful. I'm 24 weeks now, and I finally gave in and bought an elastic belly belt at Motherhood Maternity. It was all of $14, and I get immediate relief when I put it on. It's just an elastic belt with elastic that goes around your lower back and down under your growing belly... sort of the same feeling as when you cradle your tummy and lift it with your arms. I wear mine if I'm out shopping or if I'm going to be on my feet for a long time. So far, I don't need it for exercise class (the exercise by itself helps the pressure in my veins because of the added circulation)... but that may come later.
One of the moms in the prenatal/postpartum exercise class that I teach is in her 3rd trimester. She is also carrying low (and I believe that she is 33 weeks or so), and she was having really uncomfortable round ligament pain during the cardio portion of class until she started using a belt. She's worn the belt the last 2 weeks, and she is visibly more energetic and comfortable in class.
Hope this helps!
Susan