I love running.
I am allowed (by my midwife) to keep running as long as I can, as long as I a) listen to my body, and b) don't have any scary encounters with spotting, cramping, etc.
The plan is to keep running until it becomes impossible, then switch over to swimming.
Running makes me forget how sick I am, (and for you worrywarts out there, the rule is: no food staying down, no running), helps me stay in tune with my body, and makes me feel "normal." I also like that research shows that women who are in shape generally have quicker labors and recover their pre-baby bodies much sooner than those who aren't.
I finished a 5K today...slow, slow, slow, by my usual standards, but I finished (and managed to beat a few people along the way.) Cool :-)