I went to the gym today for the first time since I discovered I was pregnant; I'd read that any exercise other than swimming (which I've been doing a bit) and walking (that too, of course) increased risk of miscarriage up to 18 weeks. I don't know how sound that information was, but it was a good excuse to avoid the gym for a while. However, I was officially 19 weeks yesterday, so I don't have that excuse any more. :o)
I expect I'll just be doing it occasionally, though. I still feel shattered most of the time.