Hi Scribbler. I'm usually a 38 and with my first (he's three now)I discovered that I quickly had to ditch my underwired bras. Lots of books advise that they're not great for the changes your breasts are going through to prepare for milk production. However, when I mentioned it to my doctor, she didn't know anything about it. To be honest, they started to feel to restricting anyway.
Yes, you usually do go up a size at least, but everyone's different. Try some on and see what's comfortable for you.
I just bought myself some feeding bras that would do for after the birth too. But if you want to treat yourself then you can get a new bra now in the bigger size now and wait until after your baby's born to get at least a couple of feeding bras (they get pretty milky so you need a standby while one's in the wash!). Feeding bras are usually cotton rather than the more synthetic style of regular bras. Despite my best intentions with breast pads, I barely touched the 200-pack I'd bought as I found them too uncomfortable, especially in the first few weeks when feeding patterns changed and my boobs would get sore. The cotton bras really worked for me.
I got mine at Mothercare. Not the sassiest ones I've ever worn, but comfortable and easy to open with one hand, for feeding times. They were also a good price. After all, they weren't long-term investments, until I got pregnant this May!