MBB,
First of all, this all sounds completely normal, so try not to get too worried about it (I know that's easy for me to say, but reading your message reminded me vividly of how I felt when I was pg with my first child).
Of course you want everything to be lovely for the baby, and right now if you're anything like me you're well into the nesting phase (dh still jokes that the only time our house has been really clean and tidy was when I was pg). If the baby arrives before you've got the cot etc sorted, just pop him/her in bed with you - a lot of new babies won't sleep anywhere except tucked up with mum anyway. And as for curtains, well, new babies aren't governed much by whether it's night or day anyway!
It's a funny time, these last few weeks before your first baby arrives. At the moment you're worrying about a whole load of things that won't matter a bean once the baby is born. Maybe nature gets us worrying about these relatively minor things to keep our minds of what is about to happen - I don't know.
The antenatal visits thing is understandably worrying. Our local health service cut back a lot between when I had ds and dd, and I was hardly seen at all when pg with dd. I was very glad that I wasn't a first time mum then - you need a lot of reassurance that everything is OK at that point. Try and focus on the fact that if anything was at all wrong or suspect, they would be watching you like a hawk, so you're probably fine. If you're at all worried about anything, make them see you. I saw a locum when pg with dd who listened to my tummy then said he couldn't hear a heartbeat, but that he was sure everything was OK. I hit the roof about it, and strangely enough got far more notice taken of me after that!
As to the antenatal classes, get a couple of good books and read all you can, to supplement what you learn in the classes. Is there a mums and babies group anywhere near you? I made a lot of friends through the local Baby Club after ds was born, and my weekly trip there was a lifesaver when everything started to get on top of me. Also look out for NCT coffee groups - another place I've made good friends (and found an invaluable babysitting circle).
Most of all, try not to worry right now. If the baby comes before you've sorted everything, it'll be alright. You'll improvise and get by, and laugh about it later. Console yourself that most of us buy far more stuff for our first baby than we actually need - when I think of all the things we bought and hardly ever used! Our list of essentials for dd was incredibly short compared with first time around!
I'm rambling a bit - what I'd really like to do is give you big hug, then sit you down with a cup of tea and a chocolate biscuit and get you to unwind! It will all be fine, honest!