I'm nervous, too! We didn't have the "terrible twos" at our house, but lord the threes are tough. I can't tell if DD is acting up because she knows things are going to change, or if my patience is low because I feel like a whale, or if the threes are just a tough age in general, but I'm really nervous about how she'll react to having to "share" me after being an only child for nearly 4 years.
I'm also worried about logistics - we have a good evening/bedtime routine going right now and I know having a newborn will throw all that out the window. Doesn't help that DD was a terrible sleeper up until she was 2 and I'm still traumatized about the lack of sleep with a baby.