I'm going to have my list ready at 35 weeks and to start packing certain items at that point, stuff I don't use everyday. I plan to have the bag ready to go at 37 weeks. We will be in the middle of a move about that time, so it makes sense for me to get the bag packed, and out of the way, so I don't inadvertently pack away something in the move that I need in my bag.
Last time I didn't pack ahead of time, and had to rush off the hospital at 38, and forgot all sorts of things I needed.