I just had a baby on the 15th of Sept. I told all parents fairly early on (see my earlier post). I went into it fully expecting that I may lose some, or all, families. I took the entire month of September off, as I was due on the 9th. Ideally, I was to have about a week off pregnant, and then have about 3 weeks off before opening again. Baby J, unfortunately had other ideas. She was a tad late, so I ended up only having 2 weeks before the d/c kids came back.
I got through the pregnancy okay, by realizing that it will not kill the kids to have more free-play and less "structured" activities. I had to remind myself to take breaks when I needed, and when we played outside, etc I made a point to sit down and relax when I could. Parents were super understanding, and I had lots of help from my hubby, whose job is pretty flexible. I have managed the last couple weeks in the same way. I wrote up a note for all parents before we closed for the month, reassuring them that even if we don't go outside quite as often, or do as many crafts, etc; their kids are still getting the quality care and attention that they always did.
The only cruddy thing is; 2 days before we opened, I found out that one family wasn't coming back. I was pretty choked, because I found it very rude that they didn't consider giving me more notice. But I wasn't totally shocked.
I would say, also; remind your parents to have BACK UP CARE. If you should need to close early, or something happens that you cannot open as soon as you planned on it, don't let them guilt you into taking care of kids under those kind of circumstances. I had back up plans and constantly asked the parents to do the same. Just remember that your health, and baby's, is more important!!