Physical activity is great during pregnancy - whatever you do when you're not pregnant, is fine to do when you are pregnant, as long as you're comfy, etc. I HATE the "you're pregnant so you should be a couch potato" mentality. Unfortunately, some women buy into it. I do some prenatal care and nothing bugs me more than a perfectly healthy, but whiney, pregnant girl who acts like she's dying the whole time. Pregnancy may be uncomfortable, but it is not an illness or a crisis.
I know I posted this on another thread about pregnancy a while back, but here is my take on pregnancy. Pregnancy usually ends with something we call "Labor". Labor means work - and it is hard, physical work to deliver a baby. How are you supposed to do nothing for 9 months and then finish up with hours and hours of hard physical labor? It makes sense for you to stay as active as possible, doing what you love! Would you run a marathon after not running at all for 9 months?
If it is men that give you crap about showing while pregnant, remember, most men are wusses - they'd never survive pregnancy, let alone labor!