I flew to Scotland at 33 returned at 35 weeks, the airline I flew (KLM) allow you to fly til 36 weeks, I was also cleared by my midwives to fly and had a very problem free straight forward pregnancy.
I flew to my grandads funeral, so wasnt planned. The flight itself wasn't bad (even with a 2 year old) I'm a UK citizen so I wasn't too concerned about medical treatment should I have needed it (altho there is a reciprocal agreement anyway).
I found the jetlag a b1tch!
So I've done it, I would do it again if need be, but it would really depend on my pregnancy and the turn around time (10 days there just wasn't enough for me to recover and then do it again home).