Book some beauty treatments and pamper yourself. It will be your last chance for sometime. The same goes for a haircut.
I went to the cinema on my own during my maternity leave. The daytime screenings were cheaper and I got a chance to watch loads of chick flicks that I couldn't drag dh along to. The vast consumption of sweets, ice-cream and popcorn were a bonus too.
Go swimming. The feeling of weightlessness is second to none when you've been feeling like a heifer for months. Even if you only do a few laps you feel the mars bar from the vending machine in the reception is more than justified.
Ante-natal yoga is a great way of stretching out those aches and pains. It can be a bit tricky to get into some of the poses in the final weeks, but it's quite an accomplishment when you do.
Wash all of your baby clothes and linen so they are ready to go when baby arrives. I remember pegging out the tiny vests on the line and getting really quite excited, scared, thrilled, nervous and teary knowing that my baby would be wearing them soon.
If you can be arsed, give the house a deep clean. It won't get done again for a long time.
Batch cook a load of meals and freeze them so you always have a meal available in those newborn days.
Lie in and nap during the day. Why not? If you are going to be a first time mum, you probably won't have this again.