Having been an athlete for 90% of my life, I figured that pregnancy wasn't going to stop me from getting my exercise. In fact, during my first pregnancy, exercise kept me sharp, healthy and sane. Of course, I also brought down the intensity notch by a hugely significant amount so that while I was able to consistently exercise, my baby and I weren't in any sort of danger. There are limitations and I made sure to abide by them. Now on my second pregnancy, I'm just following the same principles of moderation and consistency as the first.