Work outs during pregnancy?

I've read a lot of conflicting information regarding working out. And I will be consulting my dr on the 7th when I go in for my first apt. I "think" I'm 5w 4d along. I do an amazing (pretty intense) workout at least three days a week, and was wondering what everyone else's experience is regarding working out while pregnant? I don't want to do anything wrong or hurt baby, but I also love and need to be physical or a get depressed. Thoughts?