First of all, you have to check first if the air company you are flying with requires any medical certificate or permission from you. Some airlines have strict rules concerning pregnant women, and your trip may not be allowed if you are late in pregnancy. So, it's always better to plan your travel well ahead and keep yourself as flexible in your plans as possible. Don't let limitations cause unwanted stress and make a trouble out of your travel.
Make sure you have a good seat. An aisle seat at the bulkhead is the best option for you - it makes the bathroom more available and has more space for you to stretch legs and feel comfortable. If necessary and possible, order special meals for yourself. But as nowadays some airlines cut their expenses on food, especially in economy class, better have some food supply in your handbag. Crackers, fruit, nuts are portable and will make a good snack. Don't forget to take a bottle of water. Drink regularly to avoid dehydration - a particular problem while flying caused by extremely dry air in the plane. Drinking extra fluids will also help prevent water retention. Plain water and fresh juices are the best for you. Carbonated soda drinks fill you up with gas and empty calories, some kinds of mineral water can cause stomach upset, so beware of them.
You must have heard a lot of scary stories about traveling by air while pregnant but almost all of them are nothing but rumors. Metal detectors don't harm your unborn baby in any way. In-flight radiation also has a very insignificant effect (of course, if you don't travel excessively during pregnancy). Cabin pressure changes may cause a slight discomfort to you and your baby but if you both are healthy you will be able to adjust to it soon.
Stand up often and move around. Try and do a bit of exercising. Remember that pregnant women have increased clotting factors in their blood. Sitting still for long periods of time increases the risk even more. But while walking down the aisle hold on to the seat backs for you never know when the plane may be shaken by potential turbulence.
Take care of your own comfort. Use small pillows for your back and knees. Wear loose clothing, air allowing shoes. The temperature in cabin may change a lot, so take something warm with you. Have everything you may need during the flight in your handbag.
You should avoid traveling by air when you have reached your 36th week of pregnancy. It can also be dangerous if you have placenta-related problems or a risk of preterm labor. Even if you feel fine you should go through a medical check up prior to your trip, the more so, many airlines may require your doctor's permission.
Remember: the best way to protect your unborn baby is to protect yourself!