D.M.
As far as Gym's go, 24 Hour Fitness and LA Fitness have pretty decent cost programs...but, you have to go in to get their details.
But, since I'm a lazy bones and would not make it to the gym regularly I bought a Balance/Exercise Ball and some of those rubber band things and built myself a workout.
Also, I started taking walks around the neighborhood and going to park and using outside time for my son to get some pushups or situps in.
But, I think one of the keys to maintaining a healthy weight has been calorie counting and portion control. I use www.caloriecount.about.com to track my daily intake and exercise progress.
From these websites I built my own workout...
http://www.fitpregnancy.com/
http://exercise.about.com/cs/abs/l/bl_core.htm
http://exercise.about.com/od/exerciseduringpregnancy/a/po...
Good Luck!