Not sure how far along you are, but I like the Tracy Anderson Pregnancy Project DVDs. There's one for each month, so you don't get too bored. She's pregnant in the DVDs, too, which is nice, instead of some skinny fitness coach
I really liked "Expecting More" by Sara Haley. I had to look it up online and order it. There are five different workouts and they are challenging but appropriate.
Re: Pregnancy Workout DVDs