Pregnancy can take a real toll on your thyroid levels, which can have an impact on the baby if they go unchecked, which is why they indicated you should take the medication throughout pregnancy. As PP said, the medications are some of the safest out there. And, as with any med during pregnancy, the risks of not taking it need to be weighed against the risks of taking it. I would personally not look to supplements to address this issue, as they are not proven to work on the issue or tested in pregnancy. I would also not take them in conjunction with the prescription unless you discuss it with your RE, as they could make the situation worse when combined with the prescription.
Also, the range your doc quoted for optimal thyroid level and ttc is correct - needs to be under 2.5 (and under 2 is even better). The range the lab quotes is for general health and is not specific to ttc. You can use google to get more info on the topic, as studies have been done that show improved pregnancy rates with a thyroid level under 2.