Before giving birth to your child, participating in pregnancy exercises is a great way to enhance this time in your life, as it will help you feel much better about your body and the overall process.
There are many benefits that you will receive from performing some pregnancy exercise. The type of workout you choose to perform will help determine what benefits you see.
All pregnancy exercises that you do participate in should be lower intensity in nature and should focus on reducing stress. That is one of the key reasons to perform physical activity during this time - for the stress relief that it provides.
One big benefit you will see is the relieving of edema, which is fluid retention, in the body. It is not unusual for cramping to take place during the last few months so this will help control this factor.
Workouts will also serve to increase the energy you see during this time by increasing the circulation throughout the body. Generally those who become more sedentary will notice more fatigue simply because they are not working their body as much. While you don't want to overwork your body, providing it with some stimulation is definitely a great idea.
Finally staying active during this time will help to reduce the feelings of nausea, morning sickness and mood swings that you see, particularly in the early months after you first conceive.
So find a type of workout that you feel comfortable doing and then try and make it a regular part of your week. It would be good to do it at least three times per week until you get very close to giving birth, at which point you may want to just take short walks around the block if you can manage. The additional benefit to staying active during these months is that it will make getting back into your former shape that much easier.