I do CrossFit, which includes weights. I was going 4-5x/wk, but I stopped for about 5 weeks as I was too ill in the first trimester, but I'm back at it now and have reduced my attendance to 2-3x/wk. I'm just too tired to make the 4-5 committment with the time options for classes.
I've just modified a few things. I have lowered my weights and am focusing on form and don't do below parallel for squats or too heavy. No more one rep maxes. As long as you have good form with lifting weights, it's good to continue to do these. With relaxin kicking in, squats and lunges shouldn't be too heavy. As my belly grows, I'll switch from using a bar to kettle-bells and dumbbells for cleans and snatches. I'm also lucky to have a some amazing coaches who have experience training pregnant women. I'm also going to start swimming again. The location and times are more convenient and will allow me to get 4-5 workouts in per week again.
Before getting pregnant I read a lot about CrossFit and weightlifting during pregnancy to make sure I could still do it. As long as you don't have any complication during your pregnancy that requires pelvic rest, it's really good for you and the baby. Lots of the research I read states that women who workout regularly during pregnancy tend to have less complicated labour, to give birth on time and recover quicker. Of course, this isn't always the case, but it seems to put things in your favour.