As long as you are able to perform the essential elements of your job, your employer may not generally treat you differently because you have advised them that you are pregnant. Depending upon when the discrimination took place, you may also be entitled to relief under the Family Medical Leave Act (FMLA).
An EEOC complaint can be a pre-cursor to a Federal law suit. If the EEOC does not issue a finding on the complaint within a certain period of time, or does not agree that discrimination took place, you may be entitled to commence a claim in a Federal Court.
You may have a claim under the Equal Pay Act, which ensures that men and women in substantially equal jobs be given the same pay for the same work. In such cases you may have an option to go directly to court with your claim, however the decision whether to do so can and should depend upon a number of factors.