Nauseous,
You may find you just get too tired to work towards the end- I know I did. With my first pg I finished at 36 weeks, but I did get a bit bored at the end, as first babies are notoriously late (DD was a week late).
With my second, I planned to work to 37.5 weeks, and I knew I had a csection booked for 39 weeks but in the end I was too tired so took some annual leave and finished at 36 weeks.
So therefore I plan to finish at 36 weeks again! Luckily DD and DS go to nursery 2 days a week so i will be resting and having some "me" time on those days.
Jael- don't worry now about weight gain. Wait until 6 months- 1 year after the birth, and review your diet, fitness, weight then and decide on the best approach to tackling it if you need to. That's what i've done before, and just by cutting out all biscuits, cakes, crisps for a couple of months I managed to loose half a stone, and could have done much more if I'd exercised too. I get when I look in the mirror at my figure (dimply skin in lots of places, saggy boobs, thunder thighs etc) but I've decided not to stress about it now, and eat when i'm hungry (ie most of the day ).