Exercise during pregnancy

Hi ladies I was just wondering what exercise you are all doing and whats safe really, I am 22 weeks pregnant and havnt done any exercise since finding out I was pregnant, which I now feel ready to start up again, My local fitness centre does nothing for pregnant woman so I was going to go to the gym, has anyone else been and what do you go on etc? dont want to overdo it but don't want to be a lazy heffer and worry about gettin in shape after baby arrives, since stopping exercising I feel a wobbly mess on my legs and bum and it makes me feel quite miserable.

Any advice would be greatly recieved.

Joanna 21 weeks 6days