Make sure that you keep plenty of water close by and keep your house relatively cool while working out. If you feel faint or dizzy, stop immediately and grab some water. Also make sure you have plenty of room to stretch and cool down. Flexibility and keeping your heart rate at a relatively low level are both very important. (During pregnancy, you should not rely on heart rate to judge how hard you're working. You should be using the Rate of Perceived Exertion (RPE) Scale, also called the Modified Borg Scale.
The bottom line is that, wherever you are, you should be able to put together a good workout. Whether it's using a stair climber at your local gym or actually walking up the steps of your apartment building, you can get a safe and effective fitness routine. It's all a matter of being creative!
For ideas on how to get started, check out these resources:
For more information on workout equipment you can use at home, read: