Bactrim for UTI

I have a slight UTI and was prescribed Macrobid at first.  It upset my stomach somewhat and I was concerned with the possible side effects, even though they are rare.  Well, the second thing the doctor has prescribed is Bactrim.  Not only does it also have some similar potential side effects but it's in pregnancy category C and blocks folic acid absorption.  It's only a 3 day course of treatment but I'm scared to take it.  I've never taken a Sulfa drug before so I'm not even sure how I will react to it.  I have taken Keflex in the past and done okay.  I even suggested it to the nurse over the phone and I'm not sure why they wouldn't go with that one.  What are your feelings on Bactrim during pregnancy?  Thanks in advance for all the advice.