Wish I knew it didn't *have* to be done each day for the last few weeks - I did it pretty much every day from 37 weeks onwards (Caty was born 40w 2d) and I felt pretty self conscious....locked myself in the bedroom with a sheet over my lower half in case someone came storming in! Hehehehe. I must say though, I reakon it helped a lot - I knew somewhat of the feeling of crowning so didn't freak out at the birth, and I only had a tiny tear that didn't need a stitch.
I was given a pamphlet from the hossy about it (J&J one) and used KY jelly, sitting up.