Having a fit pregnancy, any tips?

I recently found out that I am pregnant with my second child. Before I got pregnant, I was in a strict fitness regimen. I go to the gym 4-5 times a week and I am on a 1,400-calorie diet. I already lost 29 pounds but now that I am pregnant I am sure to gain at least 1 pound every week. I am fine with this since I know that it cannot be helped and gaining weight is actually a sign of a healthy pregnancy. My OB-Gyne said that the least weight I can gain is 25 pounds, and honestly, I'd like to go in that direction and not go overboard in gaining weight. I was allowed by my OB to continue exercising, as long as I limit my exercise to light exercises. Aside from walking on the treadmill, what fitness activities can you suggest that would not put my pregnancy to risk?