Good question, that's all my ten yr old keeps talking about. It would suck if I couldn't have some with him :)
As long as it's pasturized its fine. Pretty well all the egg nog you buy in the store is pasturized it'll say on the carton. You might want to avoid homemade that could be made with raw eggs or alcohol.
I worked for an OB/GYN for 4 1/2 yrs and never heard of it being unsafe.