Prenatal Yoga. Actually I would recommend that you begin with an in-person class. That way you can receive one on one support/ input and ensure that you are doing all poses/ techniques correctly and safely.
Many good choices. I strongly recommend prenatal yoga & advise taking a class when possible, but there are many good dvd's out there. The one that seems to be best reviewed/ most highly recommended is prenatal yoga with shiva rea. Prenatal vinyasa yoga with jennifer wolfe is also well-loved. You can search for "prenatal yoga reviews" for more ideas but these 2 look great!