I am in this same situation right now. 5 1/2 months pregnant with baby number 4. I have been running my dayhome for almost a year now, most of the families have been with me since the fall. I told everyone at about 8 weeks along, and only because I really felt like I was beginning to "show". I got a plan in place first, though, so that I could tell the parents "this is what's happening, this is what I am doing, etc".
I am due on Sept 10, so will be taking that entire month off. Without pay, of course. I will then have (hopefully) a little bit of time before baby, and a couple weeks after. I fully expected to lose a family or two, as a month is a significant time to find alternate care. So far though, every family has said they will be back when I open the doors again in October. I am a little concerned about sleep deprivation, etc. But my mom is retired, and has said she will be available as an extra set of hands. My hubby has a fairly flexible position as well.
I have let all the parents know that should baby come early or late, my mom and husband will be there to assist. However, I have also told them that no matter what, they need to have a backup plan in place. That is what I recommend to parents anyway, as you never know what is going to happen in life in general!
One of the great things about this job, is that once baby is here, if I need to have a pajama day or sit on the couch a little bit more, then I can!!