I never stopped working out, I am a fitness instructor and am at the gym 6 days a week. I am now 27 weeks and have had to back off a little, I get breathless easier and I have taken out so much high intensity but I still workout for 2 hours a time, burning aprox 1000 calories or so. I do light weights, high reps and heavy cardio. I hydrate A LOT. That is where you will get dizzy and overheat which is also not good for baby.
Generally the advice is you can continue doing anything you were already doing before you got pregnant, but don't start anything new other than stuff like gentle swimming/prenatal yoga etc. You can start that whenever.