I do Prenatal Pilates ($5.09) nearly every day, and when I don't, I wish I had. This DVD makes me feel better, sleep better, and it reduces my back and hip pain by approximately 75%. There's a video on YouTube as well if you're on a budget:
Tracy Anderson has a prenatal work out video (£39.75). I am a big fan of the Tracey Anderson method of dancing it out. Her first work out DVD is a part of my pre-pregnancy collection, and it is fun for a work out. Not as fun as eating a big pizza but you have to do the video to eat the pizza am I right? Suzanne Bowen also has a pregnancy DVD that is well rated on Amazon (£9.00).
I hear that prenatal classes are a great place to meet other mums to be, but I like to do my working out in private and on my own schedule. It may make me a bit of a hermit but so be it. I'll meet people in the birthing classes.