A warm bath is not only safe, but very soothing for the pregnant mom-to-be. In fact, many doctors will recommend the use of a warm bath not only to sooth tired and aching muscles, but also to alleviate the pain associated with sciatica, the swelling associated with edema and for women suffering from hemorrhoids.
Always make sure that the bath is warm, and not hot! The jury is still out on how much effect a hot bath will have on mother and baby as of yet. As well, if you've already lost your mucus plug or your bag of waters has ruptured, consult with your doctor or midwife.
To be safe, wait until someone is home with you if possible, to assist getting in/out of the tub. With your balance off kilter and a slippery tub, it's a good idea to bathe safely!