Yoga and Pilates are great! I did that and also the eliptical and leg machines 4x's a week for about 30-45 mins a day and stayed very fit during my first pregnancy. I'm doing the same with this one too. It makes for an easier pregnancy, delivery, and recovery!
I take Pilates. Hour long classes three days a week. Walk the dog on the other days.
I plan on taking Pilates as long as I can.
Walking or swimming is really good. You want to exercise for about 30 minutes a day.
I take prenatal yoga classes.