I also did yoga during my first pg, just with a normal instructor & she would tell me the positions i could & couldn't do. I found it really helpful just to stretch my mussles in different ways & just to relax. Unfortuanatly i haven't started yoga this time round as i don't have anywhere to take my DD when the classes r on.
There are heaps of places thatr designed just for pg women, just look in ur phone book or on the internet.

I also walk when i can be bothered, which isn't much at the moment. So i got some small toning balls which weigh 1kg each & just work my arms when i watch tv.

Good luck finding something that suits u