Adapted from NHS Choices:

• Women should be encouraged to make activities such as walking, cycling, swimming, low impact aerobics and gardening part of everyday life and build activity into daily life.
• In addition sedentary activities such as sitting for long periods watching television or at a computer should be minimised.
• Women who are not active before pregnancy should not suddenly take up strenuous exercise and should begin with no more than 15 minutes of continuous exercise, three times per week, increasing gradually to 30 minute sessions every day.
• Exercise doesn't have to be strenuous to be beneficial.
• Some exercise or postures should be avoided:
  • lying flat on the back, particularly after 16 weeks
  • contact sports where there's a risk of being hit, such as kickboxing, judo or squash
  • scuba diving, the fetus has no protection against decompression sickness and gas embolism
  • exercise at heights over 2,500m above sea level until they have acclimatised

Patient information on exercise in pregnancy is available from the NHS.