With all three of my children I continued going to the gym until just the last few weeks before giving birth. Despite the worried looks of the health club staff and other members at the sight of my large, round belly, I was happy to stay active. Towards the very end, I primarily walked at a slow speed on the treadmill. Sometimes it was mainly because I needed some time to myself. But mostly, I hoped that it would help me to have easy labor. Whether it was luck or the activity, it seemed to work and I continued with every pregnancy. Here were my favorite workouts and what I did to modify moves.

Yoga-I loved the yoga classes that were specific for pregnant women but when those were not offered, I would go to beginner classes that I knew would be small so I would have extra attention from the instructor to give modification moves. I was very careful not to pull or stretch too far and felt like the biggest benefit was the breathing and relaxation.
Muscle (or toning) Classes-These were a favorite of mine prior to becoming pregnant and I asked my doctor if I could continue this type of classes during my pregnancy. My doctor said yes, only because my body was already used to it. Some modifications that I used were to stop using a step (or bosu) as my stomach grew bigger and my balance was affected. I did not lie flat on my back for any exercise and did not follow the class when they did abdominal work. I was also careful to watch my breathing and not push myself. I would always go at my own pace and would hold a bar (by placing it upright on the floor) to use for balance as I did lunges. I used lighter weights and was careful not to pull to stretch myself too far.
Cardio Classes- I did occasionally take some of these but was always careful to do the low impact moves. I tried to keep my breathing at an even pace and not push myself.
Walking-I did a lot of walking and found that towards the end of my pregnancies, this could result in my little guy moving and kicking or bring on contractions. I am afraid that I scarred a few gym members during times that I was walking on the treadmill and suddenly grabbed the side of my belly while gasping, then catching my breath as my stomach would tighten or my baby would kick furiously.
Always consult your doctor about your workout schedule so you will know the healthiest and safest way for you to stay active during your pregnancy!