I guess I may be the only naysayer here. Keep in mind that I am 6 months pregnant with twins right now, so I am not having an ideal pregnancy experience
Things to consider:
1) Having a baby is costly. A trip to Disney is costly. I would rather buy baby things or save to take my future children to Disney. (That is our financial situation, though)
2) You may feel pretty good (like I did my first pregnancy) or you may feel like crap (swollen, constipation, hemmorhoids, have to pee constantly, morning sickness-some people have it the ENTIRE pregnancy, UTI, etc.). I am able to handle say going to a festival for a few hours but walking around every day for several days in a row would be not so much fun. Any symptoms you do have will be exacerbated by walking around in the heat.
3) You can't do a lot of things. Again, it's a lot of money to pay to sit in the Tiki Room or Hall of Presidents. JMHO
(I know you can do more than that, but still limited)
4) The travel to and from could be a problem. Sitting in a plane or a car for that long can be not comfortable.
5) How close are you to YOUR doctor/midwife/hospital? How does your insurance cover you there?
6) Your immune system is down during pregnancy...lots of germs in Disney.
7) Your pregnancy could be totally uncomplicated or you could go in for your 20 week ultrasound and be told NOT to travel by your doctor...this may be too close to your dates to cancel for a full refund, so hopefully you have
travel insurance that would cover this.
8) Again, the trip may be fine and fun as some others have commented. I am sure that if I went when 6 months pregnant with my first, it would have been doable and fun...but it would have been less than "ideal," and I am just not willing to shell out that kind of money for an "okay" vacation or a limited vacation.
ETA: Some tips if you do go...get really good shoes...take lots of breaks...drink lots of water...consider buying a Pregnancy Cradle or harness or some other type of belly support...if you are wearing dresses at all or are not a tiny woman buy some kind of chafing gel.