Most docs will check every time (not all though). I have to bring in a sample every 4 weeks (at regular appts.) and thats protocol for all preggo woman. I must say though, i've had about 6-8 UTIs in the last year, and last time i was preggo, i had NO IDEA that i had a UTI. Usually i get really strong symptoms, but i was told that sometimes being pregnant "hides" the UTI symptoms.
Cramping isn't usually common with UTIs. (not saying it cant be, because anything is possible) but usually symptoms would include a burning sensation when peeing, having an urge to urinate and not much coming out, pain, and cloud urine, though there are many other symptoms. Even when i had an EXTREME UTI case (with blood in urine) i didn't have cramping. It's usually severe burning type pain (close to unbareable if its extreme), and if its bad enough being in pain 24/7.
My mom said that she would get an itchy belly too. I've had that a couple of times so far (didn't last long) and my preggo friend has had it too (shes 10 weeks). I forget the name of it, but i think it has something to do with the belly stretching/growing.
LOL 
