Some women particularly enjoy sexual arousal with penetration since the blood can pool more easily with the uterus pressing on the outgoing flow veins. This causes increased sensation, and increased lubrication. Vaginal penetration with penises, dildos and fingers are all ok, but fingernails may need more trimming so as not to cause tears or abrasions which can lead to infections. The increased tone of the pelvic floor muscles can help you carry the pregnancy more comfortably, can ease your comfort in delivery, and can speed your post delivery recovery. Other medical conditions can also warrant holding off on orgasms too, so if you think this applies to you, please ask your health professional some questions.
Water based lubricants are fine to use.
Some women like to use Liquid Silk for vulva massage because it both lubricates the skin, as well as decreases the friction of sex. Also, the pregnancy may make you more prone to yeast infections, and non-glycerin lubricants can help you avoid them by not feeding the yeast. Oral sex is fine as well, but don't have your partner blow air into the vaginal space. It can cause something called 'air embolisms' which can be very dangerous to the mother. If anything hurts or is uncomfortable, then stop.