What kind of exercise is safe in pregnancy?

During my pregnancy I already had a good level of fitness; I did stop riding bike about 3 months into it just because of the bouncing. I continued to walk and did my Pilates exercises, However I did avoid lying on the back or stomach after the first trimester. The exercise ball was particularly helpful for me, here is a page with some of the exercises I did right up until a delivered:

http://www.pilates-back-joint-exercise.com/exercise-ball-during-pregnanc...

I mostly listened to my body and did what was comfortable for me, occasionally I would have some si joint pain so would focus on stretching that area by doing cat stretches over the ball or hip stretches sitting with my legs crossed.