To add...
Although this may still be several months off, you should be aware that you can't just "move" to Canada. You can certainly visit. However if you arrive at the boarder with two kids in tow and a car load of personal belongings, you could be refused entry (because they may suspect you're coming for longer than just a visit). It once again doesn't matter if you're married to a Canadian or not. You're still not allowed to move here without having the right status (like permanent residency).
If you plan to move here, you and your boyfriend should start reading up on the spousal sponsorship process now (the process to get you permanent residency status in Canada). Your boyfriend can sponsor you if you are either married or common law (common law = have lived together for a minimum of one full year and can prove it). I would suggest that you start by reading the first post in the following thread to start educating yourself about the process:
http://www.canadavisa.com/canada-immigration-discussion-board/spousal-sponsorship-t46995.0.htmlAs part of the sponsorship application, you will have to get a medical. Since you are pregnant, you can't have the medical (x-rays are involved). Consequently I think you will have to wait until after the baby is born to submit your application.
Again, have a read through the thread I provided above. It will explain your options. Then let us know if you have any further questions and I'm sure someone here will answer.