Pulmonary Embolism Support Group
By far the most common form of pulmonary embolism is a thromboembolism, which occurs when a blood clot, generally a venous thrombus, becomes dislodged from its site of formation and embolizes to the arterial blood supply of one of the lungs. Symptoms may include difficulty breathing, pain during breathing, and more rarely circulatory instability and death.
I think the common course of action is to stay on warfarin as long as you're using birth control. If you're actively trying to get pregnant, you switch to the injections. I mean, I suppose you could do injections all the time, but that seems like an awfully expensive option to go with for something that might never happen.
I think there are a couple people on these boards (or maybe the DVT boards) who have gotten pregnant while on warfarin but were able to switch to shots very quickly once discovering it, and the warfarin had no lasting effects on the baby.
This might be worth taking up with a high-risk OB/GYN and/or a hematologist, both of which will be more familiar with this particular issue as compared to a nurse or a primary doc. Both of the options you've mentioned (shots, weekly pregnancy tests) sound like a really hassle, not to mention expensive, and I'm not totally sure they're necessary.
Of course, ultimately, there's no solid answer on this. Talk to the professionals, figure out what you're comfortable with (if it is shots for the next 30 years, then go for it), and go with that. It's your body, so your choice.
I have no plans to get pregnant, am on birth control (paraguard IUD) and am 48 years old and my OBGYN atill makes a point of telling me during every annual exam that it would be extremely harmful to the fetus if you got pregnant while on warfarin. She thinks it's a huge risk. She said if I were to get pregnant, it would be important to know right away because the window is so small to avoid potential birth defects. But today, testing for pregnancy is so accurate and you can do it so soon after conception. So you'd probably know pretty quickly if you were pregnant.
I'd first start with an an OBGYN, and even better, a high risk OBGYN like Toss mentioned, and just get all the info, put a plan together, etc.