You can leave them in, but the hole will probably still stretch if you leave them in or out. The two piercings I had at the side I took out at 6 weeks as I'd had them pierced less than 2 years and they healed up before I got too stretched so I don't have hardly any marks on them.
The one at the top and one at the bottom however, I left a bar in right until about 22 weeks as I was detrmined to keep them open. The top one has been pierced 6 or 7 years so won't heal up now, and the bottom one about 4 years so I doubt it will heal either, even if I leave the bars out right till the end. The scars inside the hole of the piercing are what have stretched and caused such a big stretchmark as the scar tissue cannot stretch.
You can leave them in the whole time, but mine were starting to feel sore and the skin too stretched over the bar and I felt more comfortbale without it to be honest. I can always re-pierce it later if I really miss that much I guess.