I go to a gym near home that has a heated pool especially for water classes. I have been cleared by Dr to do these water classes and the heated pool is only heated at about 30 degrees at the most and I am only in it for an hour tops so its no harm at all. I also try and walk on the tread mill as well but only slow and for about 30 - 45 minutes. I have been a bit slack for a few weeks now cause I got the flu and this week I got stuck in traffic and missed my class. Bummer! But would like to get back into it again a couple of times a week next week.
Its also very relaxing. But I am yet to find any pregnancy specific classes in South West Sydney either. They just don't seem to be widely available. Which is a shame cause I would like to be around other pregnant woman at the moment.