Sounds like a treat... and one that you deserve! As long as you're up front with spa staff about your pregnancy, you should be fine. In fact, many spas actually offer packages for pregnant women that include specialized massages and intense foot rubs. Check out local options, and call ahead to check on special deals.
Avoid heat treatments like saunas, hot tubs, tanning beds and body wraps, because increased body temperature can harm baby. You might want to steer clear of facials, since your skin is already so sensitive. If you just have to have one, make sure only natural products are used. Other than that... enjoy!