I went to Bali for a family wedding when I was around 7 weeks along. We couldn't not go, as the trip was planned for months ahead, and I was in the wedding so there was no getting out of it for me!
The morning sickness had just started to kick in for me, as had the crippling fatigue.
We only went for 6 days, and stayed in a lovely vila not far from Seminyak.
I was really cautious about drinking only bottled water (or just and soft drink if I wanted something else).
Stayed away from fresh juices and things as I you can't be totally sure of what they're putting in them.
Food wise, I ate mostly at restaurants and just ate within the normal pregnancy guidelines, and avoided salads etc. I also stocked up at the local supermarket on snacks for between meals in case I got a bit peckish. I found the best way to keep the nausea at bay was by snacking fairly constantly!
Also just be really careful with massages. If you do get a massage, ensure they are aware that you're pregnant, you go to a reputable massage place, and they use only plain oils, as certain oils can be dangerous for use during pregnancy.
It was a lovely chance to just relax and soak up some sun and have a bit of a rest as at that stage I was SUPER tired.
Just be careful if you choose to go later on in your pregnancy as only some insurance companies cover you beyond a certain point in your pregnancy, and a lot won't cover the baby if he/she comes early and needs medical assistance. Just read the policy wording carefully and you should be ok.