I would wait as long as possible before even mentioning that you are pregnant. Like someone else said, there isn't any law that says you HAVE to inform your employer that you are pregnant. I think it's just a common thing to tell since most women are excited and at some point you will start to show and you can only blame it on eating too many sweets for so long. ;)
I found out I was pregnant with my 2nd child the first day of my new job. Talk about a whirlwind of emotions. I ended up telling my boss the next day, but that was only because I was in training and knew I would need time off for doctors appts. Long story short, I didn't qualify for FMLA because I hadn't worked for a year yet by the time the baby was born. I was able to take 12 weeks (most of that unpaid -- I had to use all of my banked vacation & sick time to maintain a paycheck while I was out). I never really had my mind made up when I left for maternity leave whether I was coming back or not. I left it as I was going to come back. It wasn't until my maternity leave was almost over that I made the decision that financially it wasn't worth me working to put the new baby in a daycare. So I gave my notice 2 weeks before the end of my maternity leave. I found out later that my employer ended my insurance coverage the day I gave my notice. I was in your position too, where I had to have the insurance coverage to cover the birth.
Chances are that the insurance plan your employer has is considered a group, which probably means they are getting a deal for having multiple employees signed up with benefits. So it's not like you are single-handedly taking advantage of them.
If you are really worried about burning bridges, why not come back for a week after your maternity leave and then let them know that you tried coming back, but it's just not working out for you and your family and then give your notice. I would commend you for staying on board long enough to train your replacement, and I'm sure your employer would greatly appreciate that. So maybe you could find a way to have baby coverage for 2-3 weeks until you can get out of work on your own guilt-free terms?
I wish you the best of luck in your decision. And who knows, maybe you will change your mind by then and want to stay on with your current job.
Congrats on the pregnancy, btw! =)