If he pulls out before he comes, you can still get pregnant. There's often fertile sperm in his pre-ejaculatory lubricant.
We've all been told this a hundred times, but sometimes you want to throw caution to the wind and tell yourself that just this once, it'll be okay. Don't! And if you do give in to temptation without a condom, think about taking the morning-after pill to reduce the risk of unwanted pregnancy.