During my first pregnancy I spent the early months running and later continued walking. Thankfully we have summer year round so being outside is always an option. I strongly believe that because I was so active during my first pregnancy it made my delivery quick and easy. It helped me stay on track weight wise and assisted in getting my pre baby body back. I hope to continue to be active thru this pregnancy so I have the same outcome.
1st Trimester: Considering I’m still in the early stages of this pregnancy I have continued the training program I was doing along with my regular walking. I wrote a bit about the amazing trainer here. Instead of entering the 3rd phase of the program I decided to stick around phase 2 for a bit and add in some WOD from CrossFit Mom. I have also added in yoga and a water boot camp class. The only pregnancy change that has occurred is that I need to take longer breaks between sets because I’m exhausted!
2nd Trimester: Since losing what energy I had left- I stopped hitting the gym and started walking in the mornings. We've also been at the beach swimming and relaxing, which if you haven't tried it..."exercises the mind" lol. The tan is an added bonus!
                               4/20- We just adopted a dog and have since switched walking in the mornings to the evenings. Getting both dogs their exercise really pushes me to get out...even if its blazing hot! Im putting the HUMUNGOUS hill next to my house to good use! 
3rd Trimester: Walking, swimming, lifting, yoga, stretching...You name it, I'm doing it! All this energy is really helping my motivation to be in the best shape I can for delivery. I have officially scared myself into getting in shape! lol I want to have the stamina and strength to get through labor without any problems! I also think it helps me cope better with the aches and pains that come with being pregnant. 
I can definitely feel the extra weight on my knees and back and have turned to stretching and yoga to help with this! I have noticed a huge difference in the way I feel after I stretch! Some days thats all I do after walking...Then I do some more around lunch and then again before bed. Loosening my muscles before laying in bed has helped my back during the night! I still don't sleep well but at least Im not feeling tight and uncomfortable!