I know it's probably not the most positive slant on things but for me those weeks from 33 until the end were mainly about getting bigger...and bigger...and more and more uncomfortable.
I also felt very tired and hormonal in the last month or so - like having the worst PMS for a month straight...no fun for hubby
I also became a total control freak about keeping the house clean and getting all my nesting done. I had a big excel spreadsheet with shopping lists, cooking lists, freezing lists, to-do lists....Lists for everything. And god help any DH who tried to mess with my plan or tell me I was being unreasonable. My nesting was scary at the end of my second pregnancy. It even freaked my mother out.
These last few weeks are a good time to just reflect on what is about to happen too - cliched as it sounds your life really will never be the same again in a month or so. So do some of things you love - get a massage, go out for dinner with DH, go to the movies, shop if you feel up to it, have your nails done etc. It's impossible to do for a while until you find your groove with the baby which can take a few months.
Oh yeah one other thing - SLEEP