I've started mine and the baby's. I'm a worrier; god knows I'll check both bags a numerous amout of times between now and actually needing them, even though I have a list with things already in the bags checked off.
I think for me the worry is that anything can happen- even though I've had a relatively good pregnancy, it's still a thought in the back of my head.
I have a list and things put aside, but I need my bag for Christmas (we spend Christmas eve night at my husbands parents house). I will pack the bag probably the day after Christmas. I definitely want it done by 36 weeks.
My husband will be going back and forth when I am there to take care of the dog, so if we forget anything, he can bring it back.