It's true, there is nothing wrong with using condoms too, especially if you are really concerned about it. You really don't need to bother pulling out, though... it doesn't have that great of an effect.
When you are on the pill, there is no time of the month that you are more fertile. Until you are off the pill for over a week, you will never ovulate. Never. So therefore, you will never be fertile. I wouldn't avoid sex at any particular time, it seems useless. Remember that the pill works in three ways- it makes you not ovulate, it makes the cervix really a good barrier against sperm by thickening mucus, and it makes your uterine lining really uninhabitable. So to get pregnant, the sperm would have to get past your cervix (unlikely) and then find the nonexistent egg, and then embed in the uninhabitable lining of your uterus.
My feeling is, if all that happened, your pregnancy was an act of god. So keep taking your pills correctly, watch out for things like antibiotics and st. johns wort, and if you really need to, go ahead and use condoms. But don't worry too much.