Light Tai chi and qi gong and yoga,all of these well help build your stamina for labor and help you to feel calm and have less mood swings throughout the day, they help with hip pain and help to open the hips in preparation for labor and they are slow controlled exercises so you will burn calories without completely wearing yourself out :)
I bought the Tracy Anderson pregnancy project workout DVD. It has a different DVD for each month. I finally started it today and it was really difficult but worked a lot of muscles. It'll definitely keep me strong!
Walking. If you weren't exercising before the pregnancy then stick to walking/speed walking pregnancy isn't the time to start any new workouts. That's what my doctor and mom (she's a personal trainer) have told me since I wad exercising I jog and speed walk for at least 45 mins or sometimes less depending on what my body is telling me. You can try squats but make sure to use proper form! There's many different kinds like sumo, plie, standard, narrow and stuff like that just not weighted. Squats are also good because it helps during labor. Push ups are okay too just be careful. Light weights like 5 and under to tone your arms is fine as well but only a few sets and not too many reps. Talk to your doctor though hun.