Yeah, just get it done. I had a feeling I would go in labor early, and the weekend when I was 36 weeks was a full moon, so I packed my bag. I'm glad I did too because I went into labor just a week later. If you have a birth plan, print out a few
copies and throw them in your bag too.
I agree with Cari about the carseat. Get it done now so you or your DH won't have to do it in a rush. The hospital won't let you take the baby home unless you have a car seat, I think it's a state law. And it will just make life easier to have
it done before you go into labor.
I installed our car seat when I was in early labor, stopping every 5 to 10 minutes to breathe through a contraction. In hindsight, it must have looked pretty funny. I will be installing it much earlier for the next kid.