I'm 31 weeks pregnant and although I never had any nausea, I did have fatigue in the first 12 weeks. I gained 15 lbs just in my first trimester because I was just so hungry all the time that I ate like a horse!! But that went away and my weight gain slowed down. I did feel that I was putting on weight much more easily than usual. Try not to worry about it -- I think that what you're experiencing is normal, and your body will put on the weight it needs to for your baby. At least, it happened to me and a lot of other people I've talked to, and my doctor didn't seem at all concerned. You are doing the right thing by continuing to eat healthily and listening to your body when it says it needs to be fed.
I am still working out (Spinning at reduced intensity, weights, yoga) and was teaching hi-lo aerobics until I was 26 weeks, at which point I didn't want to commit to it anymore. My energy levels came back after 12 weeks and I felt almost totally normal from then until 28 weeks. Now I'm starting to get really big -- my belly and 41" (!) waistline and 30-lb weight gain are getting in the way, and my lungs are starting to get compressed which means I've had to reduce my exercise intensity further in order to avoid gasping for air. But I've continued to do what I can, even though that has varied throughout my pregnancy, and I have to say that I feel pretty strong, fit and healthy most of the time.