I came to CF 5 times per week while I was pregnant. Early in my pregnancy I was tired and sometimes a little nauseous. That would happen whether I came to the gym or not though. I would listen to my body and sometimes back off if I started to feel too strained (either out of breath or too overheated). In my mid to late pregnancy I needed to modify moments. The coaches were more than happy to help with this. We even got creative with burpees!
After the birth of my son, I resumed training after 8 weeks. My doctor said it was ok and my body felt ready. It was my first "me time" I'd had in a while.
I was surprised how quickly my cardio came back. I felt like after the first 2-3 weeks that I was ok running, rowing and doing burpees. My strength took longer but I was happy to be able to hold a barbell again with no bump in the way. I felt my real strength come back after 6 months to where it was pre-pregnancy. I've gotten even stronger since though!
I would definitely work out through my pregnancy again. I not only enjoyed it but I felt like I was doing something good for myself and my baby (and studies show this is true!). My advice for soon to be moms is to listen to your body. If something doesn't feel right then don't do it. Strangely for me some movements felt odd one day and ok the next. I just always listened to what was going on that day. Most importantly (and Coach Dan will say this too!) is to breathe! Don't get too out of breath or overheated.