I did Pilates right until a few days before I went into labour (had to cancel my class!) and felt very very good for doing it. As my bump got bigger I virtually dropped most of the conventional abs exercises apart from:
diagonals (on back, head and shoulders slightly raised on cushions/wedge, legs resting on a support with knees bent, then rolling R shoulder towards L knee, back down, then rolling L shoulder towards R knee, and so on - sorry, can't remember what I did with my arms)
leg raises (on back as for diagonals, hands flat on floor beside, raising one bent knee at a time and putting back down without shifting weight)
bridging (flat on back on floor, lower legs resting on birthing ball (Swiss ball?) hands flat on floor beside, raise pelvis until body is in a straight line from knees to kneck)
Needless to say, neutral pelvis, stomach anchored.
Basically I continued with exercises that worked my diagonals and my back, but avoided exercises that worked the muscles at the front of the belly (the ones which separate as you get bigger).
HTH