As with any other program, a pregnancy fitness program needs to include aerobic, strength, and flexibility exercises.
In the aerobic department, walking, swimming, and low-impact/step aerobics work well. Because of the low impact nature of these types of activities, they are safe to continue throughout pregnancy, barring any complications, and can be resumed 2-4 weeks postpartum (with your caregiver's approval). These types of activities conform well to the changes that your body will go through, such as loss of balance and loosening of the joints and ligaments.
In the strength department, it is very important to include exercises for the upper body, lower body, abdominal, and pelvic floor muscles. You can use your own body's resistance or use light hand weights (up to 10 pounds each) or resistance tubing to increase the intensity of each exercise. You want to strengthen your upper body so that you have the muscle power necessary to carry your baby and all of the paraphernalia that goes along with him! You want to strengthen your lower body so that you can maintain a squatting position during the pushing phase of labor. You want to strengthen your abdominals to protect your lower back and help alleviate any back aches and pains. You want to strengthen your pelvic floor so that you can help prevent urinary incontinence and uterine prolapse postpartum.
In the flexibility department, stretch the muscles that you work during the strength portion of each workout. Be sure to take each stretch only to the point of feeling it and be sure to avoid any bouncing movements. Also, it is very important to continue breathing throughout each stretch so that your muscles get the oxygen they need.
Always check with your caregiver before beginning any exercise program and make sure that your program conforms to the latest (1994) ACOG guidelines for exercise during pregnancy.