First, get cleared by your doctor — especially if you have a history of preterm labor or certain medical conditions, such as high blood pressure. But I would recommend swimming (great during pregnancy because it doesn’t have any impact on your joints), jogging (if you already are), resistance training (if you already are) and walking. The photo in my profile is me 6 months after having my son this past February. I maintained the physical activities I was already doing. Post-pregnancy I added lots of lunges, squats and cardio (plyometrics and kenpo).