Hi there,
I do those preggi belly classes a couple of times a week, personal training once a week (mostly weights, and light cardio and a helluva lot of horrible squats and lunges)!
DH and I try and walk most nights as well.
I would go stir crazy if I didn't get out and exercise - and just drink loads of water on top of the 3L I already drink per day. Just listen to your body is all I think!
Enjoy,
C