hi,
I did prenatal yoga classes up at Matilda Hospital twice a week from week 20 to due date - I couldn't have survived pregnancy without it! As a result, I had significantly less lower back pains, joint aches and no water retention (great circulation exercises). I wouldn't really call it exercise from a cardiovascular point of view but the classes up at Matilda concentrated on breathing (meditation) and targetted specific problem areas and general build up of strength. The only issue is location and timing (if you work) as the classes are conducted during the day. A lot of people asked why I would go all the way up to the peak when I could go for classes in central and if you are after a relaxing time, Matilda is great as it is very quiet and peaceful - I felt very rejurvenated after each session and wished they had 3 classes a week!
Good luck and do give it a try.....