Well, any sex in the 3rd trimester and you run the risk of going into labor earlier. Didn't happen to me but it is documented (which is why some doctors suggest sex before trying to induce labor). Beyond that, obviously be careful around your belly. The only other thing I can think of off the bat is to be extra careful about cutting off any circulation. I was advised not to sleep on my back during my 2nd and 3rd trimester for this reason- something about the added weight.