I have read a lot on pregnancy and training. My favorite books for this topic are...
Exercising Through Your Pregnancy
Runner's World Guide to Running and Pregnancy
These books are great! The general pregnancy books briefly talk about exercise, but the information isn't geared towards women who train or race on a regular basis. Exercising Through Your Pregnancy and Runner's World Guide to Running and Pregnancy, I felt, covered exercise during pregnancy for the very active person really well.
Besides reading I've talked to my healthcare provider. The consensus seems to be that whatever you were doing before pregnancy you can continue while you are pregnant as long as you aren't high risk and aren't having complications. You may have to bring the intensity and duration down a bit. ...but if you were running before pregnancy you can continue during (as long as everything is hunky dory). *Always check with your healthcare provider to make sure that you're in the clear to workout.*
Working out for me has been a lot different while I've been pregnant. It's been more of a maintenance game. During the first trimester I've had to take it day to day and week to week. The second trimester I've been able to get back into a regular routine. For me it's been a combination of swimming, run/walking, yoga, pilates, strength, spin bike, and water aerobics occasionally (I found a really great instructor that really works you out). We'll see what the third trimester holds for me.
It's been nice having a break from all the "tools" of training (monitors etc.). All my workouts since being pregnant have gone by feel. Usually I take this "digital" break in the off-season and encourage my athletes to do the same.
The most frustrating thing of pregnancy for me so far has been the lack of cute maternity workout clothes. I've found maybe one or two companies online that carry them but they are lacking in the ascetically pleasing department. It would be really nice if Nike, New Balance, Asics, or Lululemon made maternity workout gear.