Prenatal yoga is great for strengthening all the muscles you're gonna use during labour and for focusing on your breathing. I've been swimming a lot during my pregnancy as it feels so nice to exercise without feeling the weight of your belly. Walking as often as possible is also good. These are the only exercises I did but depends on your ability and fitness level. I had breathlessness throughout my preg so anything else was too much much me.
Unless your doc put you on restrictions you can pretty much do anything especially if you were active before being pregnant. Just listen to your body and don't over do it. Yoga is always good.