I've felt in the past that it's fine to go jogging - there are some women who do it late in pregnancy which does seem to bring more risk of injury. For a few months though, you won't be huge and I'd keep it up when you can.
My BIGGEST struggle is exercising first trimester, but I feel that is THE TIME to get a good handle on curbing weight gain. My take is for me personally, I don't need to gain a pound during the first trimester, not until the baby actually gets bigger and my blood volume increases more and the placenta grows further. I am overweight to begin with.
I feel that if I work out in the morning, I am going to be shattered for the rest of the day. Does anyone else feel that way, and if you do work out in the morning, how DO you feel the rest of the day? I did P90X last year and loved it when I did it. I haven't done it much lately but would love to do at least one day of upper body strength and then do 30 Day Shred by Jillian Michaels a couple other days.