Pregnant on the 3rd floor?
Other than getting exhausted walking up and down the stairs, there is nothing wrong with living on any floor. If you love your apartment, then stay on the 3rd floor. I was 5 months when we moved into an apartment on the 2nd floor. I got winded after going up the steps once I was bigger, and then once our son was here (moved when he was a month old) carrying him up and down the stairs in his carseat was little bit of a work out, but everything was fine. He was healthy and still is, I was and still am.
I live on the second floor with both pregnancies and no problems. The only problem (other than the bed rest comment) would be once the baby is born, if you don't have an elevator and trying to get a stroller up and down (I have an elevator in my building, if I didn't it would be hell trying to get up and down with a stroller and infant) There isn't any risks though of living on the 3rd floor.
There isn't any problem with living on the 3rd floor while pregnant because you are already used to the amount of exercise involved. A problem would be if you have complications and get put on bed rest, but that would be the only thing.
I lived in a third floor apartment through my second pregnancy and everything turned out fine with my baby! Just make sure you don't carry heavy loads up the stairs and be careful when walking up and down the stairs as not to fall. Also, if you're going to be preg in the summertime invest in an air conditioner!
Being active during pregnancy just helps keep you healthy. When I had my first we lived several stories up. It really wasn't a big deal, you just gotta be careful on the stairs.