I finished up at 38 weeks 3 days.... really I should have finished much earlier but I was in that same situation, no paid maternity leave & didn't want to go nuts at home. I was just doing admin, so nothing physically demanding although it was stressful.
I think I would have been better off finishing at about 34 - 36 weeks.
Having said all that...I am still working from home atm! with the proviso that of course I reserve the right to have this baby at any time, and leave work unfinished
But I am so reluctant to pass up the money while I can still get a bit.

CherishS2, if your job is in retail on your feet all day, you might want to finish up a bit earlier... those last few weeks get very tiring & hard on you before you realise it. When I gave my dates as 38.5 weeks I didn't know at the time how much it would take it out of me just sitting at a desk good luck