I have worked my entire pregnancy so far. I'm a little over 33 weeks along. I try to only work out every other day. I do cardio mostly. I don't lift anything. I monitor my heart rate and pay attention to what my body is saying. As a rule, I keep my heart rate below 140. It is a good idea to wear a heart monitor that constantly checks. You should be able to talk easily while exercising. If you can't, you are doing too much and need to slow down. My dr said to drink at least 8 oz of water before, during and after your workout. He also said to take a break every 20 minutes to cool down. Never let yourself get too hot or sweaty. I wouldn't go running or hiking on a hot summer day. Work out around other people like in a gym just incase something happens plus a gym is usually well air conditoned.
If you didn't work out before, it is still okay to work out when your pregnant. It is even recommended. However, you should keep it light and moderate. Don't going trying to build muscles or run a marathon. Walking on a treadmill at an incline is good. Elipticals and ski machines are awesome too.
Most importantly, do not exercise to lose weight. If you burn 400 calories, you need to eat 400 more calories than the daily recommendation for a pregnant woman.
I didn't work out with my first one and believe me working out makes a huge difference not only in how you look, but also how you feel about your pregnant body.
/>[/u 
