My first baby was due in Feb and my best friend organised my shower for when I was 31 weeks. My waters broke two days later! So I was very glad my friends convinced me to have it "early"
I was supposed to have a shower for DS2 even earlier (since there was a chance I'd have another premmie) but I kept putting it off and in the end I was 35 weeks when we did it and DS wasn't born till 39 weeks.
Since my friends did all the organising, I didn't mind being more heavily pregnant. It was more fun for the games as well