Don't take the cigs. It's against the rules of the center, so that's all the justification you need. "I'm sorry but I'm not comfortable doing that." End of story.
I understand that visiting the first time is very nerve-wracking. You'll probably feel much better after a little bit of visiting time. Try not to awfulize or "what if" too much. Nothing you can do to control your husband or if he stays smoke free. Concentrate on taking care of you (I know it's hard) and your little bean. Quitting for pregnancy is a great reason to quit! Have you visited to Nicotine forum here? Lots of support there too.
Good luck!