I joined pre and post natal Pilates in my 1st trimester and continued after the birth of my son.  The classes allowed me to feel active in a safe and controlled environment (I didn't believe you could get a sweat on lying on the floor) and I was back in my jeans after 2 weeks. 
It was also a big help in bringing my tummy muscle back together after the birth.
It's also a great way on meeting like minded mummies
I joined Kathy's Pilates classes around 5 years ago to try something different. Kathy provides classes for all levels and is always on hand to advise and help you.
I also went on to do pre and post natal Pilates which was a great way to stay active whilst pregnant and to continue doing something I enjoyed.

Kathy is always professional and enthusiastic about her work, you almost forget you are having a work out!