My wife rode until about 6 months, when her doc told her it was probably a good idea to stop as her belly was quite out there and a fall could be dangerous. But this depends on what one's commute is like...
She was riding a very upright 5 speed. I think it would have been difficult on a more aggressive road bike.
She was all set to ride right through D-day, but having previously lived in Brooklyn, we err on the side of caution with bikes/motorbikes....she did go to regular yoga classes right through week 41, to the astonishment of those at her yoga studio (recommend this btw - she didn't experience a lot of the swollen feet and pregnancy things and we attribute it to 5 days a week of yoga....)
I am pretty sure the Prime Minister of New Zealand rode her bicycle to the hospital to deliver her baby, but I might have the story a little off.......