Exercise during pregnancy can provide a host of benefits. One of the benefits that I think you will find very interesting, was a recent study done by researchers at the University of Montreal. Their overall data showed that newborns with active mothers possessed a greater mental maturity than those with inactive moms. The researchers plan to retest the children once they reach the age of 1 to see if there are any long term effects. Their research was presented at the Neuroscience 2013 annual meeting in San Diego.

My advice on exercise during pregnancy and how I approach it with my pregnant clients is to be consistent with your exercise routine. Inconsistency isn't good for you or the baby. I recommend exercising most, if not all, days of the week.

Feel comfortable continuing your past fitness routine if there are no contraindications and you have clearance from your physician. However, with extreme workouts that incorporate high intensity interval training or Cross Fit type exercises, use caution and always follow your doctors recommendations.

I train my pregnant clients with exercises that target the changes that take place in the body during pregnancy. We focus on core, glute, leg and back exercises. Your back will become weak and your chest and hip flexor muscles will shorten, so modify your routine to counter balance these changes. I like to focus quite a bit on squats and other lower body exercises to prepare for labor. Each of my moms have told me that their labor was easier than their previous labors due to their current fitness routine.

Flexibility during pregnancy is also important, but be careful not to over stretch. There is a hormone that is produced during pregnancy called Relaxin. Relaxin helps your whole body become physically looser to prepare for the changes in the whole body, it even relaxes your arteries to aid in the increase in blood flow.  The tendency to over stretch can occur because now you feel like you can go farther with a stretch than you could prior to your pregnancy, but over stretching can cause injury to the joints so use caution when stretching. I recommend having your trainer show you appropriate stretches for each stage of your pregnancy.
Best to start an exercise program prior to becoming pregnant.