Even if you're fully healthy and experiencing a complication-free pregnancy there are some sporting activities that it makes sense to avoid while pregnant. Obviously no-one can forbid you from continuing your favourite sport, and if you're a highly skilled skier, surfer or blader, you might feel that you can continue your sport safely in the right conditions. However, even if your sport isn't a contact sport, you should be aware that it may pose a risk to your pregnancy and make an informed decision.
Contact sports - Any sport where you risk a knock to the abdomen should be avoided. It's time to hang up the rugby and football boots ladies.
Ski-ing - Both water ski-ing and regular ski-ing carry a high risk of falls, and at speed. Neither are recommended during pregnancy. The exception is cross-country ski-ing which should be ok for the experienced in early-mid pregnancy.
Off-road cycling and cycling in wet conditions - While cycling is generally considered reasonably safe until later on in pregnancy, you should be careful to avoid cycling in the wet, because the risk of an accident is higher. Off-road cycling on all but the flattest, tamest of tracks is also not recommended due to the far higher risk of falling.
Climbing, ice skating, rollerblading, boarding - Along with other sports carrying a high risk of falling, most doctors recommend against all these sports during pregnancy.
Scuba diving - Because of the need for decompression, and how this may affect the developing fetus, scuba diving is on the unsafe list.
Surfing - Doctors have mixed views on surfing. Although not officially a contact sport, the ocean environment is unpredictable, and the risk of being hit by either your, or someone else's, board can be high, depending on conditions. If you do want to surf then it makes sense to only do so if you feel very comfortable, and in mellow conditions, preferably on quiet days.