bt raises a good point about body temperature.

When you're growing a new life, your blood volume increases because you are catering for the child's life oxygen supply as well. The extra blood volume raises your core temperature as a matter of course. So def watch how hot you get.

I did low impact aerobics (video/telly - 1/2hour 3-4 times a week) right up til the week 4 of my 5 babies were born. Well worthwhile from my perspective in terms of aerobic fitness during labour, as well as overall fitness for recovery afterwards.