I've been trying to figure out how to fit in my annual leave with my maternity leave too.
On the one hand you want a break whilst you can still enjoy it and you're not too big and then I think, well it's almost certainly going to get much more tiring working with a big bump towards the end. If I leave it too late to take my holiday, I know what will happen, the baby will come early - unsual with first babies but not unheard of. Then I won't even get a break at all.
It's driving me potty trying to work out what's best, at the moment I'm planning on using a couple of weeks holiday at the end of June and then just starting my maternity leave at the beginning of July. I'm due on the 11th.
Our company maternity pay is 2 months at 100% pay and 4 months at 50% pay and then a colleague whose already had a baby said we then get the statutory pay if we decide to take additional maternity leave. Better than I thought as I wasn't expecting to get any money whilst on additional maternity leave.