Bless your heart. Four kids and this. I have a friend whose 2 and 6 year old sleeps in his bed, the mother goes and sleeps in their bed, and he is stuck with 2 kids in his bed instead of being able to sleep with his wife. Miserable.
If I had a dollar for every parent who has come here on Mamasource/Mamapedia who has asked how to get their child out of their bed, how to get rid of a bottle or nursing umpteen times a night, and get their child to sleep through the night, I could buy that pair of $200 Ugg boots from the other poster's question. (Kind of a joke, and not that I want $200 Ugg boots, but you get the point.)
If you really want your child to sleep through the night, you're going to have to do tough love stuff. No more bottles. Box them up and put them in your garage so that you won't grab one out of desperation. Take that mattress out of your room. Put him in his own room and sit in a chair in the middle of it until he goes to sleep. When he wakes up in the middle of the night, walk him back into his room and sit in a chair. If he gets out of bed, walk him back to the bed and go sit back in the chair. Over and over. Don't let him climb on you. Don't talk to him. It will be misery for you. But you have to be 100% on board with this and 100% consistent. No matter what he does, you stick to the plan. He will finally get used to no bottle and you not touching him. He will finally stop waking up so much. You won't have to spend as much time in that chair in his room. It may take as long as 2 weeks. But it will be worth it. (I should add either you or your husband. Maybe you have a sweet husband who will do this and really stick to the plan?)
Just do it. Do it now. When the baby comes, don't co-sleep. Put the baby in a cradle or bassinet beside your bed. Have a receiving blanket under the baby in the cradle. When it's time to nurse baby in the middle of the night, pick up the baby along with that receiving blanket and nurse, but get back up and put baby BACK in the cradle! No more co-sleeping! The warm receiving blanket will help her not be cold going back into the cradle. DON'T pick her back up if she cries. Pat her on the tummy and let her work it out. Lay back down and leave her alone. When she's 6 weeks to 8 weeks old, put her in a crib. Don't ever co-sleep. Let her fuss some - she will not need to nurse all night once she's over 12 pounds. Ask your ped - he or she will tell you something very close to that. At the point that your baby is over 12 pounds, it's not about necessity. It's about comfort and habit.
I hope you can manage this. It will be so hard, with you pregnant and sleep deprived. But it will be so worth it. Best of luck.