Pre-natal yoga and pilates and great birth-preparations and help with breathing and relaxation as well as fetal positioning. My yoga teacher is a bit wary of 'preggy bellies' classes cos they are a lot of 'huff-n-puff' and still quite impactful on joints and muscles under the influence of relaxin hormones (not to mention the exhorbitant prices they charge!)
Aqua classes, swimming, walking and gentle cycle classes (watching that your heart rate doesn't get too high and you don't get too hot with any of these) are great for maintaining cardiovascular fitness without stressing joints.