I've been doing yoga at home, to keep myself flexible and supple. I did a prenatal yoga class in 2nd trimester, so I'm pretty familiar with the moves, and I've been working my way through the yoga exercises in Janet Balaskas' Active Birth book (with DH's help!).

In terms of aerobic exercise ... not much I make sure I walk up the down the stairs at the train station every day, instead of taking the lift, and twice a day I have a 15min walk to/from train station and work. I don't walk at a fast pace, but it does get my heart rate up by the time I arrive at work in the morning.