Someone else can step in here if I am wrong, but I believe many women experience more frequent urination a few weeks after conception through the first trimester, as this is a time for very rapid fetal development. During the first trimester the uterus/baby tends to lean back on the bladder causing the need to urinate.
Then it generally levels off a bit in the second trimester, because now the uterus is pushing more upward toward your belly button, instead of back on the bladder. The baby's growth is not as rapid in the second trimester, as in the first. The baby grows more internally and in length during this time, which in turn stretches the uterus upwards.
Urination then becomes more frquent again in the third trimester as the baby fills the uterus to capacity through its weight and length gain, again causing it to push back on the bladder.