The basic step that one can make to prevent sexually active teenagers to get pregnant is to educate them, not just on how to prevent getting pregnant, but also on how to prevent acquiring sexually transmitted infection.
This may be difficult to initiate on your sons and daughters. To facilitate this, there must be an established open relationship: a relationship where the teenager can virtually talk about anything with you under the sun.
Otherwise, purposely leave leaflets and magazines with such useful information around the house. Teenagers are adventurous and curious by nature. The next issue to resolve would be the acquisition and proper usage.
Still, the best way is an open line of communication. We sometimes call it, the "cool mom" or "cool dad" ensemble. :)