hey ladyt
bet they are not REVOLTING or GIANT that's probably your unhelpful hormones, and you're def not being vain. The Royal Coll of Obs/Gynae postitively recommends exercise as a way to help ensure healthy pregnancy, successful delivery and healthy baby. Plus, if it makes you feel good, then it's got to be good in my book.
poppy34's recommendation is a good one - esp if you use your tummy (think of trying to draw bump in towards you) and back. Do 3-4 sets of at least 15 and in between sets do your pelvic floor.
Also, no reason at all that you can't t'mill walk (slight incline, make sure you put the safety clip on your t-shirt), x-trainer or upright bike - as long as you don't have any pelvic pain or any weird and wonderful pregnancy issues which would prevent you from being active generally. Bike sometimes gets uncomf because your bump sort of gets in the way, you can always have the seat a little lower than normal so you're not hunched over your poor bump. Good bit of cardio will def help - keep cool, don't overexert and drink water.
For legs specifically there's nothing like squats and lunges for thighs and bum - you work all the muscles (time saving) in a really natural way and it'll totally do the trick. If you're going into the gym get some poor unsuspecting gym trainer to show you correct technique as it'll make all the difference.
Squats with a swiss ball are brilliant as your bump gets bigger (you place the swiss ball into the small of your back and lean on it up against the wall, then roll down into a squat - it supports your back perfectly.
AS usual, make sure your midwife knows what you're exercising. Get those instructors in the gym to help you and don't let them fob you off - that's what you pay for!
OH and buy some luscious maternity jeans, to make you feel foxy not sumo!!