My MW gave me a list of classes and I went to a gentle aerobics class.
It was really good because it was a 2 hour long class, but only about 3/4 of an hour was exercise, the rest was chat, biscuits and antenatal class. I made some friends there that I've kept in touch with and the best thing was... it was free!
There was also an aqua-natal class, but I never made it to that. I did go swimming (well more like floating like a beached whale!) and it felt such a relief not to feel the weight all the time, though I did feel dangerous walking on the wet side when I got out!
Tennis I would definitely give a miss. I've not played badminton since before I got PG and planning on giving it a few more weeks yet till I try again.