SunnyL - with DS I intended to go off at 38 weeks, but I had a scare at 34 weeks (started bleeding and having bad Braxton Hicks, called my midwife who said "not to alarm you dear, but I dont think you've got time to get back to Kent, get to the nearest maternity hospital in central London" - ended up in St Thomas' being told "the baby is on it's way" just to have DS decide to stay put until 38 weeks), so after that decided to finish up as quickly as possible, which was 36 weeks. Because I didn't get to 40 weeks last time round, I've been told to assume similar this time round, and I figure 36 weeks planned end means I'm unlikely to be dropping anyone in it by going off without a handover - of course it is still possible I could have a very premature baby, but that's always a risk!
I know several other woman who've worked to 38 or 39 weeks (one who's waters broke during her leaving lunch with us all!), if your commute isn't to tiring and your work is rather 'sit down and use your brain, not your muscles' there's no reason to go off earlier than you want too - could you arrange to work from home a day a week for the last month to make it a little easier for you?
I knew with DS I wanted to go back to work (but PT), having booked my nursery place for him from 3 months old, however I loved maternity leave, I think it's because I met a large group of educated, funny, normal woman - some who returned to work, some who didn't, but all who remained more than just "X's mum" and could talk about everything from the election complications, to the situation in the middle east to our thoughts on different moisturisers and Royal wedding hat choices - and then yes, a little conversation about poo/sleep/feeding. It's important I think to throw yourself into maternity leave, get to meet as many different and varied woman as possible, my experience returning to work, those who didn't enjoy their maternity leave tended to be those who didn't seem to make the most of it and just stayed at home most days. If you do return to work full time anyway, it's good to have cultivated friends with similar aged DCs so you can still do weekend play dates - and quite frankly have a few people you can call on if your childcare falls through! (If you are prepared to offer a having their DCs on a Saturday so they can go for lunch with their DP/H you can still repay the favour!)