Don't exercise when it's really hot, and don't push yourself too hard if you're tired - it won't get any easier! Make sure you relax properly after exercise - lie down for 15 minutes and don't rush straight off and do something else.
Drink lots: water, but also fruit and vegetable juice or herbal tea. Have a snack such as fruit, dried fruit, a piece of dark chocolate, anything to give you a bit of a lift. Go for fiber-rich snacks if you can, because when you're pregnant your intestines can be a bit lazy.