We set it all up for our first baby at about 35 weeks, but that is mainly because I was being lazy and didn't want to have to dust furniture before I brought DD home from the hospital and figured it stayed dust free in its box. I also did that because I am incredibly impatient and it gave me a milestone to look forward to. We kept everything on layby at the shop until we were ready to set it up and we made a big weekend of going around to all the shops and picking up our bits and pieces on the Saturday and spend Sunday putting it all together and setting up the nursery. We probably did cut it a bit fine though