I love it! Mainly it helps me focus, relax, stretch, increase muscle endurance and work on certain positions (my instructor has us work on different possible birthing positions). It does not, however, burn a lot of calories, and I don't think it affects my weight at all. I do it for different wellbeing reasons. I like working on breathing, feeling my muscles, feeling my "new" body move, de-stressing, and talking with other pregnant women.
In fact, on NPRs Science Friday last week they discussed how a study has shown that yoga itself will not help you burn more calories to loose weight. In fact they talked about how yoga can actually slow your metabolism. However, the psychological effects of yoga can have an impact on your weight and health. For example, if you do yoga you may be less likely to emotionally eat or stress eat. Here is the info if you are interested: