During pregnancy you want to do exercises that are low impact. What is best for you, you will have to figure out. If you are already exercising and it is not jarring, you should be able to continue. If you are not a regular exerciser but want to start, there are many options for you.
Some great options include water aerobics, swimming, walking, indoor cycling, elliptical and low-impact aerobics.
Being in the water during pregnancy is wonderful! Just being in the water and moving around is helpful as the water adds natural resistance and can give you a full body work out that is low-impact. It also helps alleviate some of the pressure you may have on your body and light. Getting out of the water can feel a bit overwhelming as you feel the extra weight when getting out, but it is worth it for the benefits of exercising in the water.
If you are more of a gym person there are a few low impact choices available to you. Elliptical and indoor cycling have very minimal impact as your feet stay on the peddles. You can also use a stair stepper, though it can have a little more impact depending on how you step. Walking on an indoor track is also a great option as you are in a temperature controlled environment and walking on a track does not cause as much jarring as cement.
Low-impact aerobics is also a good option, but I would advise working with someone who has been trained in leading aerobics as they should be able to help you know your limits.
What should you avoid?
Any activity that would pose a great risk to your baby or your health should be avoided.
Stay away from exercise that involves jarring or lots of bouncing such as jump rope, intense running, etc.
Contact sports such as softball/baseball, basketball, volleyball, football, etc should be avoided.
Avoid exercises or activities with a high risk of falling such as horseback riding or skiing.
Be wise in stretching and muscles toning. Avoid exercises that will put a lot of pressure on your abdominal muscles (this also helps with preventing DR), such as sit-ups, deep knee bends and double leg raises.
It is also unwise to exercise in hot humid weather, so check the weather before heading outside.
What exercise do you enjoy?