Terrbear

My wife gave birth to our first born, while waiting for her K-3/CR-1 to complete. We hoped it would complete before, but timing wasnt on our side. Nonetheless, your question being would it impact your immigration visa? Not at all. 
 
In some ways, I'm happy my son was born overseas. He now has two passports and can enter many countries visa-free

Think you missed my point.  What I meant was that being pregnant will neither *help* nor *hurt* an immigration case.

Strong word of advice... LEAVE ADVICE FROM FACEBOOK GROUPS ALONE. You can get confirmation that you can, in fact, come to the US and have your baby with a quick call to a few lawyers. But what you were told by people in that group is pure nonsense.
 
Btw, some reporters researched to find out where the whole "vaccinations causes autism" movement started. Guess where....Facebook groups.

Hi just make sure hubby covers you on the health insurance. Congratulations! 

Facebook and YouTube are terrible in providing immigration advice 

This is pretty much the only reason why I am friends with some of these groups on FB and that is because they love to spread misinformation like no other. 

NON-immigrant visas are given regardless of pregnancy status LOL (google “birth tourism”)  
USC children can obtain a US passport / CRBA from consulate/embassy if born overseas, it’s a pretty easy process but (in our case) requires both parents to apply in person (kiddo in tow, they want to eyeball the baby).  Couple of residency requirements for the USC parent - 5 years residence in the US after age 15 for a father or something like that.
I’m assuming canadian citizenship requirements are similar.  
Good luck and congrats

Nonsense, of course.  Immigrant visas are given without consideration of pregnancy.  If by the time you have your visa in hand, you're ready to deliver, then it really is up to you.
 
What you might want to look into though, is the overall cost of giving birth in the US vs Canada.  C-sections in the US in 2001 were about $17k, and are probably much higher now.  Not something to plan on doing without excellent insurance, in my opinion.
 
Either way, I expect your baby will have dual citizenship.

I would find new friends on Facebook. You can move as soon as your visa is approved and your passport has been returned to you. Since you’re coming over from Canada, are you coming by land? If so, you don’t even need to consider the cut-off point for being permitted to fly whilst pregnant.