I agree with MantaRay.

With DS I left 5 weeks before and enjoyed the 3 weeks before he arrived 2 weeks early.
With DD I worked up to 37 weeks, went into work half day on the Tuesday and had her on the following Friday and felt so unprepared, had been unwell too.

I would say nothing less than 4 weeks before, but longer could be good if you don't need the $$ as it is the last time you get any time to yourself as life changes so much when bub comes along. Even if you spend the time reading, watching DVD's, going for a coffee at the coffee shop etc, you will be well rested and prepared for the baby and the tiredness that comes with it.

All the best.
MG