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I walked on the treadmill and did light weights 2-3 x a week until I was 34 weeks. I listened to my body- previously, I had been jogging and I just felt like it was time to slow it down.

I think I stopped around the middle of my third trimester. I had to seriously slow down in my 3rd trimester though, and at the end was only going once a week for spin class before I finally just decided to let my body rest.

I'm 39 weeks and still working out, although definitely not at the same intensity that I was first trimester. I agree with @Tidybee: and just listen to your body. I'm working out at the gym like 3x a week for only about a half hour, and going for long walks the other days (although most of that exercise is due to a desire to walk this baby out, lol).

I hit a point somewhere in the middle of the second trimester where any sort of physical activity hurt like hell, so I limited it to walking 3 miles a day (to pick up my nieces from school), occasionally walking on the treadmill, and doing Prenatal Yoga.

I walked up to the day I went into labor! I definitely slowed down a lot, but I tried my best to keep moving for as long as possible. I actually think that's why I had such a (relatively) smooth labor & delivery. I walked :45 everyday during my lunch break, and on the day my water broke, I took a long 3 mile walk.