I'm a very active person and was doing a lot of exercise especially before this pregnancy, power walking, swimming, pilates, various dvds I have. I was even doing some high impact cardio up until mid 1st tri, but doctor asked me to lower my activities by 30%, so I only walk and do some pilates now.
If you didn't do any regular exercise before you were pregnant the no1 recomended exercises are walking and swimming. Machines and bicycles are not recomended because of the risk of falling and hurting yourself.
About steppers and home machines, I have a professional elliptical machine at home that I never use because it is boring. It is good exercise of course but not as good as outdoors activities, the best form of exercise at this stage is at least 20 min of walking everyday. If you are fit up it to 1 hour everyday, or add some other activity that you like, like prenatal yoga for flexibility.