I finshed work at 37 wks, was also worried about not having enough time at home but at the same time I didnt want to wait too long and i had convinced myself that bubs would be late as it was my 1st. He was born at 39 wks, my OB had predicted that he would be born that week at my appointment a few days earlier as i was already 3cm dilated and had had a bloody show... but there was no predicting it any earlier than that...
I think 36.5 wks is a good time to finish, you willlikely have some time off but not too long - and if your baby does come early, well it is a nice surprise to have!