Congratulations on your pregnancy! Is this your first?
From my personal experience (I am only 17 weeks so far with my first, so I don't know everything), do the impact while you can. It will become uncomfortable at some point. For me, the impact has become bothersome rather early on. Probably within the last week, I have taken out a lot of impact and have lowered my step from 8 to 6 inches.
My recommendations are Cardio & Weights (change the laying on your back parts to other exercises as they become uncomfortable), Rhythmic Step, or Circuit Max. I modify these to fit what I am comfortable with. Cross Train Xpress might also be something to consider, as it provides a lot of workout options, especially if you choose the DVD. Any of Cathe's strength workouts are good, but they will all have to be modified as you go along. When I was 5 weeks, I didn't feel the need to modify yet, so you have weeks to adjust.
If you are having problems choosing which workouts, I would recommend the newer ones to the older ones (though some would argue because the earlier ones tend to be easier). This is my preference simply due to the dated look (i.e. thong leotards, big hair, etc:7 ) and the older music.
Lastly, I would like to add that I have been enjoying my Christi Taylor floor cardio workouts so much lately- Totally Hot Cardio, Still Jumpin', and Hi-Lo Heaven. It is so much more comfortable for me, at this point, to exercise on the floor than on a step. Consider floor cardio, if it interests you.
Good Luck and keep us posted!