Have to admit i haven't been in the gym for a couple of weeks, but up until then i had been in the gym 2 / 3 times a week. The only reason is i have been exhausted.
On the other side of things i have been doing aqua aerobics once a week, swimming twice a week and taking the dogs for a longer walk on the days i don't swim, so still feel i am doing plenty, but slowed down a little. My body has sort of told me to slow down a little, so i have.
I think as long as you are well tuned into your body and you listen to what it feels is to much and don't try to beat personal goals whilst pregnant, exercise is brilliant. I always feel so much better for it.
Was still riding my horse until about 4 weeks ago, but run out of room between the front of the saddle and my bump. Was gutted, but new it was time to stop.