While prescription prenatals are available, they aren't necessarily better than prenatal vitamins that you can purchase over the counter.
In fact, there are several high quality prenatal supplements that don't require a prescription. However, one of the benefits of having a prescription prenatal is that your insurance may cover some or all of the cost.
Regardless of whether you opt for an over-the-counter or prescribed prenatal, what's most important is that you choose a supplement that's formulated to meet the unique nutritional demands of pregnancy.