As long as your not drinking I don't see any harm in going. :)
Its totally fine. As long as you feel good and have already been doing it, its great exercise. Stay hydrated and make sure you dont do any crazy moves because with that Relaxin hormone it's easier to pull something. Get it in now, too, before you get all fat and winded later! Lol
Stay hydrated and have fun!
Oh it should be 100% fine as long as your doctor didn't tell you that you've got any restrictions due to health complications. In fact I believe I've heard women say they tried to dance their self into labor! Lol! I actually went out pretty much every weekend until I was hospitalized for preterm labor, my boyfriend has a band and would go perform live music at bars and lounges, I'd dance like crazy and have tons of fun, as I got bigger and more uncomfortable I mostly did when his mom would drag me out to the dance floor, lol but it's definitely a lot of fun, and baby likely doesn't mind the rocking he/she gets from being in the amniotic fluid, haha :)