OK, I'm probably not a good example, but I never gave up caffeine entirely. My RE advised no more than one cup of coffee (or equivalent) per day, so that's what I did during all my treatments. Once I was well into the pregnancy, I'd sometimes have a second one during the day (my OB said it was fine) because I would get so tired. Baby is now a healthy 5-month-old, but he did come early.
(Oh, yeah, and during the 3 days I was in the hospital trying to forestall preterm labor, they brought me fully leaded coffee every morning, not to mention I was on every drug under the sun after being ultra-careful about that for 7 months.)