This is a very individual, personal decision. Talk to your doctor and listen to your body. Some women are able to keep up a great deal of activity until late in their pregnancies. I did Pilates until 38-39 weeks. But I couldn't do a whole lot of cardio early on in my 2nd tri.

I decided at around 15 weeks that my bike was going to spend the rest of my pregnancy on the trainer. I had nearly passed out just walking through an airport - elevated heart rate and difficulty breathing. Since I mostly cycle alone, I decided it wasn't worth the risk of getting stranded somewhere without backup (DH was working abroad at the time) or worse, passing out while in motion.