In addition to strengthening and toning muscles, yoga aims to bring about a greater awareness of your breathing. Learning to control your breathing is a great way to relax during pregnancy and an invaluable way to prepare to breathe through the contractions when you're in labor.
Standing poses in yoga focus on achieving core stability, thereby strengthening the back and abdominal muscles. This is beneficial during pregnancy when the additional weight you're carrying can affect your balance and cause unsteadiness. Calm sitting poses that concentrate on aligning your spine help you focus on steadying your breathing and centering yourself. If you feel unsteady doing yoga poses, you can simply lean against a wall.
Pilates is also a good exercise to do in pregnancy because it heightens your bodily awareness, giving you greater control of-and confidence in-your body. Pilates also incorporates Kegel exercises (see Try these simple steps to tone your pelvic floor:).
Whatever classes you're doing, it's important to find an accredited instructor who is experienced in teaching pregnant women. There are now many specialized pregnancy yoga and Pilates classes.