Hi Minnie,
30-31 weeks - wow! ; Congratulations. ; That's a couple of weeks later than I did, but good on ya. ; Go for it!!!! I firmly believe that pregnancy is to be enjoyed and celebrated - so if you're able, capable, and have a willing spirit - enjoy! ; I certainly did (even though some thought I was nuts to go to Disney at that point - we had a blast, and it gave me a new appreciation for certain things that I never would've seen going commando style - also made me appreciate all the benefits that are there for folks with various disabilities - Disney is well equipped.) ;
The only caution I'd advise (and it's not meant to scare you at all - my actuarial background makes me very risk adverse - so this is something I certainly did for myself) is to make sure your travel/ health insurance is up-to-date and covers your pregnancy ( a precautionary measure only - but just for your own peace of mind, you want to be protected if your little one wants to see Disney alive and in person, rather than seeing it from the comfortable heated swimming pool you're providing inside your body - no unnecessary trips to an expensive Orlando hospital, please!).
Yes, I did go on rides - most of what I would ride before pregnancy. It's all driven by your personal comfort level, of course. ; Talk to your doctor, see what he/ she recommends, and do what is comfortable for you. ; You'd have gone on most of the rides before, I'm guessing, so you know what to expect. My own doc had a pretty healthy outlook - her perspective was that the health warnings that Disney posts are there mostly to cover them, re: insurance, etc. rather than any true risk to you or the babe - but the main thing is for you to be comfortable - and anything that worries you (regardless of how minimal the physical strain involved), etc., wouldn't be worth it because it'd bring on more stress before, during, and after than it'd be worth.
For myself, I rode all the Fantasyland rides with my family (including Mad Hatter - but that made me more nauseous than usual with my daughter's crazy spinning, so I didn't ride as often - or asked her to take it easy) - and I rode Aladdin, Pirates of the Caribbean, Haunted House, etc. I didn't do Mickey's Barnstormer - although I probably could've easily (I took to swelling that day, so was taking it ; easy, and enjoyed watching my hubby and DD ride it over and over). ; I didn't ride Space Mountain - but I'm not a Space Mountain kinda gal when I'm not pregnant. ; At Animal Kingdom, I rode Kali River Rapids - but only once. ; I had figured that a huge water-tube kinda ride should be easy peasy - and it was - I thoroughly enjoyed myself, but one sharp jarring hit on a rock kinda shook me a little, made me worry, so I sat out the multiple other times my hubby and daughter rode. ;
I had a great time at the parades - folks would move (without any prompting on my part) to ensure I could sit on the curb comfortably - even though we were there in plenty of time for good seats. ; The heat bothered me more than usual - so I drank more water than I normally would, also wore my Tilley hat (great for shade - also, when I got a bit overheated, I'd fill it with water to give my head a quick douse). ; We still took in the dinner shows (albeit, I missed the beer at Hoop Dee Doo

...) and did all the normal dining stuff. But we also took time to do stuff we hadn't normally - like check out Beverley at the Coca Cola shop in Epcot, and tour some more sedate rides that we might've skipped other times (e.g., Spaceship Earth, and all the other moving rides in Epcot - we rode the Figment one over and over, ad nauseum).
You'll have a great time! ; Just be kind to yourself, and treat yourself to little things each day - you'll truly feel like a princess!
As for baby stuff, for me, I was big into buying a first set of ears, bibs for baby, Christmas ornaments with the date on it - some I think had baby's first Christmas marked on it - both at Christmas shop in Liberty Square, and in stores along Downtown Disney. ; I also bought some special princess stuff from MGM/ HS (I knew I was having a girl), and a couple of special pins with the year on it - just to commemorate the visit. ; There's a bundle of stuff you can get. ; Those are the things that come immediately to mind. ; If I think of other things, I'll let you know.
Take care,
Sheila