All I did was walk until I was put on bedrest at 29 weeks I was walking about 6-8 miles per week. I would do 2 miles each day I would walk and I would take my time (I would jog before pregnancy about 4 days per week). Also, I would eat like the doctor told me to (she gave me a food chart) and I would indulge... but limited my portions with the bad stuff I was craving...lol... and only eat one serving.
I gained most of the 36 pounds that I gained towards the end, but lost 25 lbs right away and only have 3 lbs to go and my son is 4 months old.
I didn't work out during the first trimester but walked for 30-40 min / day. During the 2nd and 3rd trimesters I have been going to the gym and working out on the eliptical. I worked out a lot before I got pregnant so it felt ok to do it. However, I monitor my heartbeat and make sure it doesn't go above 135/140 bpm. I have also been walking as much as possible. As my pregnancy progresses, I've been doing less and less, but have tried to keep it up as much as my body would allow.
From what I've seen those who gain a lot of weight have been the ones who eat a pint of ice cream by themselves in one sitting an then ask why they are fat.
I only allow myself one sweet or endulgance a day and even at that a pint of ice cream is a no no. A SCOOP as in 1 single serving is ok. It's all about portion control. I eat fruits veggies lean protein I eat healthy. Lots of water lots of fbver in my diet. I also do pilates and yoga when possible but I have a fractured spine and pelvis so I really can't do too much. I am 30 weeks and have gained 18 pounds total.
I was training for a race when I found out I was pregnant. I kept running for a few months but then I couldn't keep up. So now I just walk 5 days a week and do pilates and/or yoga 3 times a week. It has worked out pretty well but I'm having trouble keeping up now at 33 weeks. I rather sleep. :)