I was once told that if you are pregnant you can still work out, but it is different workout. You are not working out to loose weight, you are working out to keep toned. They told me not to work too hard on the legs and build up muscle as it can make for a tougher delivery.
Walking or a light run on a treadmill is still ok - just do what you can handle - same with the stepper. I would be ignoring the stomach crunches and the flat out run. Swimming is supposed to be good for pregnant women and so is Yoga and I don't see why you couldn't do the dumbells. Some places actually offer Proga... Pregnancy Yoga - and I've heard nothing but good things about it. As for the bike - I don't think it is recommended but if you are comfortable in the first few months riding it, then I don't see a problem.
Your best bet would be to pay for a trainer for an hour and get him/her to set you up with a pregnancy routine. They will be able to tell you what is safe for you and the baby.
I think that you can do all of it except for the crunches. Just avoid exercises that you have to be on your back.
I think that you can do spinning class but avoid bike riding because of risk of falls.
I agree with Mumita you can do all of that except for the crunches. You could supplement with a modified crunch using a yoga ball. I learned some tricks in a prenatal class my gym offers. Chances are if your gym doesn't have a class like that the rec center in your area will.
I think swimming is the best workout when your pregnant. When I go swimming I really feel all the muscles in my abdomen and sides stretch out it's a great workout and it's almost impossible to hurt yourself.
You can ride a stationary bike the entire pregnancy, just make sure you don't get dizzy. The only real risk is that you get dizzy and fall off it.