While the above mentioned reasons are compelling enough to get almost anyone to exercise, there are hundreds more reasons to do so. However, there are some basic guidelines that should be followed:

1. Start slowly. Whether you were already exercising regularly, or you never exercised regularly before you got pregnant, it is a good idea to exercise, but you have to start slow and stay within some limits. If you have been following a regular exercise regime, there's no reason you shouldn't be able to continue on the same level for the first trimester, as long as you discuss it with your doctor and carefully listen to your body. If you feel fatigued, bring it down some. Take more frequent breaks, and be aware of your limits.
2. Monitor your heart rate and breathing. One of the reasons exercise was considered a danger in the past is simply that when your heart rate increases so does the baby's. This can mean undue stress on your unborn fetus. However, as long as you keep your heart rate under 140-160 beats per minute your baby should be fine. If you love exercise and want to be on the safe side, it is a great idea to spend a hundred dollars and get a good heart rate monitor. You can buy one that has an alarm that will sound if your heart rates goes above that, then you can know to slow down, take a break, etc.
3. If you feel breathless, which is common during the first trimester, slow down. It is not a good idea to deprive your baby of oxygen. In the first few weeks your body needs to adjust to having the baby too, your body won't have enough blood to support you both at first, so adjust your exercise levels accordingly.
4. Don't work out in extreme altitude or in hot, humid environments. Your body temperature affects the baby, and it is critical that neither of you becomes overheated. So, be sure to keep your core temp down when exercising by avoiding exercising during the hottest time of the day, etc.
5. Drink plenty of water and be sure to stay well hydrated when you are pregnant. It is stupid to work out if you are not getting enough fluids.
6. As the pregnancy progresses, reduce the intensity level, your body will not respond as well to the stress and added weight of the baby.
7. Be careful not to over-stretch. Early in pregnancy, a hormone called relaxin fills your system, and induces hyper-flexibility in the joints and musculature, which allows for the expansion of the uterus and the repositioning of the pelvic floor, but it can also result in problems later if you over stretch other areas.
8. In the last trimester, avoid ballistic movements, such as jumping or running, as there is a possibility that it could strain the pelvic floor, which is already under a lot of weight.