Mine will be mid-March and I'm due end of May. This way, I'll still be plenty comfortable, and if I go really early, I won't miss it! My SIL was 6 weeks early, and luckily we had her shower 2 weeks before that. We planned one for a co-worker and she went into labor the weekend before!
Plus, if you get two of something and need to return items, it's probably easier to do that before baby comes.