If people offer to tell you the scary birth story of their own, their wife, cousin, sister, etc. don't feel afraid to politely decline. Just say, I'm focusing on the positive but I appreciate you wanting to share.
Exercise, even if it's just walking every day. Good for you and baby. My co-worker is 38 weeks and she is still riding her bike to work every day!
Use Midwives. There is no comparison to OB's, they are so much more relaxing and gentle to be around.
Have a good postpartum plan ready. Friends to bring over food, family that wants to come to HELP (not oggle the baby) and cook and freeze some food. If your DH is not a great cook or not so great at cleaning, teach him now. For the first 3 weeks after the baby all you should be doing is nursing, sleeping and eating. No housework, it's your babymoon.
Take photos and/or journal the next 8 months. It goes by SO fast (truly, my kids are much older, I wish I had a better record of both my pregnancies with them)