sex for first time

My boyfriend is coming to visit me soon and we plan on having sex for the very first time.  We're both virgins but I'm extremely afraid that if we have sex the condom will break or I'll end up pregnant some kind of way. I have 0 interest of using birth control cause I know they aren't really good health wise. So that option is out. What's the chance of pregnancy w/ condoms and what's a really good brand?