I quit cold turkey with both my last pregnancy. My 1st pregnancy I tried the whole weaning and it was actually harder, because I craved them more. So I ended up just quitting cold turkey at 8 weeks. Smoking during pregnancy is not good, and I have never heard of a Dr telling you not to quit cold turkey. I have been pregnant 8 times and for the last 6 times (all m/c) that's the 1st question they ask me, is if I smoke and the 1st time I said yes and he said well you need to stop like yesterday. I don't smoke anymore except for the occasional ciggie when I drink. But as soon as I am in the 2ww I don't even have one or allow DH to smoke around me.
In december of 2000 I found out I was pregnant. I went home smoked a few more cigs, woke up the next morning...smoked the last one in my pack and vowed not to have another one. Here it is 10 years later and I have not had a single cigarette since that day. I had smoked upwards of 3 packs a day at times over the previous 12 years. (I started smoking at age 12) . I smoked through my first pregnancy and my daughter suffered from intrauterine growth restriction and lack of amniotic fluid. I attribute both of those atleast in part to my smoking. I didn't want to do that again. It was the fuel I needed to quit and I quit cold turkey. I was pregnant when I did it and though I had MAJOR cravings, I never had any bad side effects. It really just depends on how YOU as in individual will react to quitting. There's no harm in trying it and if you start having bad withdrawals/anxiety giving in a little hear and there. BUT from experience I find it's MUCH harder to quit if you give in even once.
Quitting cold turkey would be the way to go if you were not pregnant, but since you are, I would say to ween yourself off of it. If you go cold turkey, the withdrawal from nicotine can really affect your unborn child. You want to slowly take that away, as to not shock your little one's system. Though you do need to start really cutting back on cigarettes asap.