Good news Sassy 
I'm due 13th Feb and think I'll leave work by 17th Jan, and then take 3 weeks holiday before starting mat leave. I work 3 days a week so it's not as intense as being full time, although I do have a long train commute (1 1/2 hours each way) so hope it's not snowing! I can always work a day a week from home if I ask nicely so should be able to cope.
Last time I left at 37 weeks which was fine for me, again I used about 3 weeks holiday before my due date then started mat leave. I felt well though, but if you're feeling ill/huge then you'd probably want to finish earlier!
I understand it's tempting for people not to return to work after Xmas and you all have various holiday entitlements etc. But for me I wanted as much time with baby after she was born before returning to work, so those extra weeks I got with DD instead. I know lots of mums are desperate to get back to using their brain at work but I was happy to have my baby brain for as long as possible!
It's so difficult because we don't know when our babies will arrive - lots of first babies can be a couple of weeks late and therefore you get more time to yourself when you finish work, but of course it could always come a few weeks early and you may not get as much time as you'd like!