C.M.
I would hire a personal trainer who has experience working with pregnant women to go with you to your gym and show you appropriate exercises before I did anything other than walking on a treadmill. You may only need book 1 or 2 sessions to get enough to create a couple of workout routines. Pregnant women can pull and tear joints and muscles (especially in the stomach, causing a hernia) a lot more easily than non pregnant women, so you really need to know what your doing. Generally, the treadmill, eliptical machine and stationary bike are all relatively safe as long as you have something to hold onto incase you lose your balance (very easy to do while pregnant), I would steer clear of any wieght or resistance machines, as I have heard those are highly unsafe (using free wieghts and body-weight resistance exercises are far safer if you have proper support and form, hence hiring a trainer to show how to do those). You don't want to pull something and end up on bed rest, unable to get around, let alone exercise!