Prenatal yoga
I had a very good experience at Pure Yoga. The teacher in central is more "calesthetic"/exercise" focused, the teacher in Causeway Bay is more holistic/yogini/relaxed stretching. I visited both for a balance. If this is your first child, you may have more flexible time for yourself. I attribute the fact that I had no back issues and felt very comfortable with myself to taking 6 classes/month. I continued with Pure Yoga as my body healed for almost a year, then life just became too busy. There is an Iyengar studio in Central that my friend liked on Wynham St and I also attended a few times. She still attends there for pilates classes as a new mom.
If I have a second child, I expect to organize my schedule to fit a prenatal yoga or pilates class at least once a week.
Good luck and congratulations.