I have always had anemia when pregnant, im a veggie so that doesnt help.
I have always had problems with those ferrous sulphate tablets. In my last pregnany they made me throw up, and apparently its quite common. Those tablets cost the nhs nothing, I think it is 26p for 100 tablets, or something like that. And they are not the most effective way of getting your iron up.
I buy Spatone sachets. You put them in a glass of juice, and you cant taste it. I just bought 28 sachets for £7 (approx) so they are not that cheap, but my iron levels shot up after I stopped taking the ferrous sulphate, and started taking Spatone. You can get them from Boots, or big Asda's/Tesco's. x