I've lost 34kg since November (need to update the ticker).
For me the main things have been:
exercise (I'm now cycling to and from work, 20km round trip)
cut down on: Cheese, butter, cream etc and sugar
focussing on fresh unprocessed foods
And I try to do:
breakfast, snack, lunch, snack, dinner (although I often eat more in the morning than the arvo).
I would advise chatting to the doc to make sure you don't hurt bubs, but try and focus on vegies and fruit and a big variety of them. Go for cheeses like cottage and ricotta as they are lower in fats. Eat lean meats and supplement your iron intake from vegetable sources like spinach and red kidney beans (and be sure to eat vitain c foods with these to aid iron absorptions).
Try and account for the changes your body will have too - eg later in the pregnancy you can't be on your feet for too long so maybe plan to change to something like Pilates or youga rather than walking (unless you have a treadmill). An exercise bike MIGHT be ok, but check with the doc.
As I've never been preggers I'm not sure on that point but whatever you do do it can only help your fitness which will not only make you healthier, it might even help in birth!
35kg lost. (November 2005 - October 2006)
15kg gained again (as at October 2010).
Back to the drawing board - Let's do this thing!
"You can't change the winds, but you can change the sails"
"Reach out and take control of what lands in your lap"