While pregnant with my first, I just didn't wear my rings during the later months as it was summer, my fingers swelled and I worked in a pottery studio and wearing rings isn't a good idea while playing on the pottery wheel
I never wore my rings around my neck as I didn't want to lose my diamond solitaire and it wasn't that big of a deal to me not having my rings on. With my second son, I was pregnant mostly during the winter/spring and wore one of my rings as my fingers swelled, but usually not both as together they were a bit uncomfortable.
My mom received a piece of jewelery for every baby she "brought into the world", and I remember her saying that for the first child she received a thick gold chain, which she used to put her wedding ring (as there was NO e-ring).
But since the last baby, she hasn't quite slimmed down enough like when she was married (at a WHOLE 98 lbs!), so it stays in a drawer...
I like Michelle's idea...temporary but still usable!
I was able to wear my rings for all but the last 4-6 weeks each time of my 9+ month pregnancies. I'd wear them until the day I couldn't take them off--and then take them off as soon as I could (ie later that day or the next day) and leave them in a drawer. None of my peer group wore them around their necks.
Some of my friends who's fingers were swollen a lot earlier would keep them in a drawer an wear a big fake