I told my direct supervisor pretty early
I told my direct supervisor pretty early, because my office has a pretty open telecommuting policy, and my supervisor and I discussed that I could telecommute on days that I had doctor appointments. This became very useful, as I ended up seeing a chiropractor throughout my pregnancy, which doubled the number of appointments.
So yes, I told my supervisor, but only my supervisor. I came to this decision because I had a coworker who was pregnant and miscarried after a few weeks. She took a day or two off of work, and her direct supervisor, unaware of her condition, made jokes about her absence. She ended up telling him why she was out, and he was understanding, but the fact that he joked about the time that was recently so painful for her was difficult for her. I thought that, God forbid, if something happened to my pregnancy and I was out of work for any amount of time, at least my supervisor would know and understand.
I told the rest of my colleagues around my second trimester.
I work from home, but also for a local doctor and a barre studio.. my husband and I actually told NO ONE until 13 weeks.. not even my parents whom I am sooo close with.. we just wanted to make sure everything was okay :) That said.. I also just told my supervisors of those jobs at first.. then the rest later along.. I think being wise and safe about things is important too.
With my second I had pretty nasty morning sickness so I told my supervisor almost immediately and a few of the people that were near me (and would see me rushing off to the bathroom all the time).