I worked right up until the day before I delivered my baby. In hindsight, I wish I'd had some time off beforehand. It would have made life easier and less stressful. However, we don't always have ideal situations.
I spent the last week of my pregnancy talking to baby a lot about making sure she waited until our scheduled date and time. Or, at the very least, if she was going to come early to try to do so during regular business hours on a day where my OB was working so that I didn't have to worry about being delivered by someone else.