I wouldn't say anything in the initial interviews unless you're 8 months and really showing. The reason is because you may or may not get the job at that point, and like it or not, it may affect a prospective employer's decision even though it's really not supposed to.
Once they make you an offer, then you can tell them (gracefully) that you didn't mention it because you weren't sure if you'd get the job or not, but you are pregnant and due on whatever date. At that point, if they decline then it could be considered discrimination. It wasn't that you weren't necessarily completely truthful, but whether or not that information was necessary at that point. If you end up not getting the job, then they didn't need to know in the first place.
Just a few thoughts, for what it's worth, and good luck!