Most effective medications for nausea and vomiting are not licensed in pregnancy because pharmaceutical companies usually exclude pregnant women from drug trials. This is not a situation which is likely to change as drug companies do not want to risk lawsuits which may arise if a woman in a trial gives birth to a baby with a birth defect. This is not to say that these drugs are harmful in pregnancy, it's to say that safety has not overwhelmingly been established within the bounds of the existing regulatory framework. In order to assess their safety in pregnancy, other sources of information are required such as cases where women have taken them not knowing they were pregnant, or where their sickness has been so severe that they took them as the benefit outweighed the likely risk.
That said, there are a number of drugs which are considered safe to take in pregnancy. More detailed information about drugs used in pregnancy can be found at the following links
Typically, the most common antiemetic drugs used for HG are
promethazine hydrochloride and promethazine teoclate (brand names phenergan and avomine respectively - these are different chemical formulations of promethazine and if one doesn't work for you it may be worth trying the other one)
cyclizine (brand name valoid)
prochlorperazine (brand name stemetil- buccastem is a formulation of the same drug which dissolves under your lip. Many women cannot tolerate oral stemetil but find buccastem helpful)
metoclopramide (brand name maxillon)
ondansetron (brand name zofran - there are dissolving and suppository versions of this drug)
domperidone (brand name motilium)
You can also try vitamin B6 at any point, many women find it useful in controlling nausea.
The above medications can be used in combination, there is no need to stop taking one in order to try another. Many women find that one will not work on its own, it must be combined with another for full effectiveness.
In the UK, neither NICE nor the Royal College of Obstetricians and Gyneacologists (RCOG) yet have published guidelines to assist GPs and Obstetricians in managing patients with HG. The RCOG have a working group which is developing 'Green Top' guidelines, these will be launched in June 2016.
NICE has guidelines on the treatment of nausea and vomiting of pregnancy (NVP), but it doesn't explain what to do if first line therapies fail, as is typically the case in women with HG. These guidelines can be viewed in Documents, (section 6.1 of the NICE document deals with NVP.) NICE does have a more useful clinical knowledge summary which gives guidance on which drugs to try for NVP which can be viewed online here.
The Society of Obs/Gynae of Canada (SOGC), The American College of Obs/ Gynae (ACOG and the Motherisk programme in Canada do have published guidelines which give detailed information about treatment protocols for HG. They can be viewed at the following sites and in the documents page Documents