M.E.
I started getting itchy around 37 weeks. First on the palms of my hands, bottom of my feet and then all over! Most of the articles I read on "being itchy" and pregnancy said it was a fairly common symptom. I also let my doctor know and they agreed that it was common and not to worry.
I was pretty miserable, and kept researching on the internet day after day. Then, I came across http://www.itchymoms.com. (It's a website dedicated to Cholestasis). One of the symptoms of Cholestasis is pale stools. Well, I was taking 3 iron pills a day and I had a pale stools (that's when I knew something was up)!
By this time, I was at my expected due date...I called the nurse and explained about the itchyness and the stool. They told me to come in immediately for a blood test. The test came back "abnormal" so I was told to pack my backs and come straight to the hospital for an inducement.
As soon as I had the baby, the itching was gone within hours. I was never technically diagnosed with Cholestasis because everything happened so fast, but my doctor said they were pretty sure that's what I had.
The only thing that helped me is Na-PCA by Twinlab (you can buy it at health food stores, and Super Supplements. It's a natural spray that contains Aloe Vera and it's supposed to help with dry skin and itching. Also, don't take too many hot showers.
Good luck and hang in there, the itching will go away as soon as the baby is born!