My doctor is the same way. I think sometimes doctor's forget that we don't know all the things they do. As far as calcium pills, if you're taking a prenatal vitamin, I don't see why you would need to take any more. Those have more than enough calcium, iron, etc.
Just make sure you're eating well-rounded meals in addition to taking your prenatal vitamins and your baby will be in great shape!
The only other pill i've heard about from other parents is some kind of fish oil pill. I don't remember the name of it, but maybe you can ask your doc about it. Apparently this kind of fish oil helps with brain development later on in pregnancy. So that's always something you can look into.