Hi!
As far as high impact activities go, I would check with your doctor.
Also, most baby books (like What to Expect When You're Expecting), offer great general guidelines for exercise. My doctor suggests modifying to lower impact activities, and decreasing intensity of regular aerobic activities (e.g. lower step height, lowering amount of free weights) as the pregnancy progresses. Most things I've read, as well as my doctor, suggest not doing any abdominal work flat on your back after your first trimester. It's important to really pay attention to your body and energy level and then decide what you feel you can do. I think Cathe's Basic Step is excellent to do, and I've lowered my step height to just the platform, I also do low impact regular aerobics (Prevention Walk your Way Slim), my elliptical, walking outside, and Leisa Hart's FitMama dvd. For toning, I'm doing the Perfect Pregnancy Workout, Quick Fix Prenatal dvd, and Pilates during Pregnancy with Niece Pecenka.
I also discovered that my local hospital offers a Fit for Two class for expecting mom's. It meets twice a week for an hour, and is led by a physical therapist (and mom). I will be doing an 8 week session starting in October. You might check around to see if either your local hospital or fitness clubs offer any prenatal classes (some Yoga studios do as well).
Oh, one more thing you might read up on...Cathe actually has a thread on her website concerning her guidelines for prenatal exercise. Can't remember exactly where it is, but I believe you could do a search for it, or else post a message in this forum and I'm sure someone else can direct you to it.
Good luck, and have fun with your first pregnancy. I'm so excited for you
Stacey
Baby#3 due 1/22/07
Emma born 4/27/03
Alex born 9/7/01