If it's something you've done for years, your muscles will be strong already, so I can't see why it would be an issue - just like Paula Radcliffe and her marathon training schedule when she was pregnant - but I am NOT a medical professional, and I'd take my midwife's advice (not randoms on the internet lol!) - my understanding of the crossfit woman was that her medical advisers were totally unbothered by her doing it as it is something she's been doing for many years. I wouldn't get pregnant and suddenly decide to go from being a couch potato to a marathon runner or weightlifter though, that is very different.

and re trimesters - I'd have thought 1st is actually less risky than last, when the amount of relaxin might cause issues with over flexibility (for you not the baby)?

As long as you know what you're doing and have no medical conditions that will cause more harm than good then, it is ok. I lifted all through my first trimester almost to the middle of 2nd trimester and did treadmill. I was carrying twins. But, I stopped after a slight medical issue that came up (unrelated to lifting/exercise) and once I was cleared I didn't continue. I regret not continuing. There were some lifts I could not do though...inverted row being one of them.

Here's Cassandra Forsyth's site and she blogged about her lifting throughout her pregnancy and some other pregnant mommies

http://www.cassandraforsythe.com/

ETA: I carried my twins full term without any problems