I've heard that a hr of 140 used to be the general guideline, but now they recognize that every individual is different, so using a single max hr for everyone isn't the best way to gauge. I go by the 'talk test' that getting_tubby suggested, and I also have taken down my regular workouts from high intensity elliptical machine for 40 minutes to 40 minutes walking at about 3.5 mph, sometimes changing the incline if I'm on a treadmill (or looking for some hilly places if walking outside). I stopped playing tennis, not because I shouldn't be doing it, but because I would feel dizzy/nauseous after about 10 minutes.
With cardio exercise I think the most important thing is to listen to your body and not push yourself beyond what's comfortable.
I also still lift weights, but have reduced the amount of weight - I read that during pg a hormone called 'relaxin' is released and it can cause loosening of the joints... if I were to continue using weights that cause me to strain, I could risk joint injury.
Anyway, I hope some of that was helpful!
Exercise during pregnancy 
Also make sure and not to overheat your body too and stay hydrated. I worked out through my whole pregnancy (had my bean June 28th of this year) and everything turned out fine. 
