Yeah, going to throw myself onto the "Don't have sex without protection" train as well. Me and my girlfriend have done it before, for brief periods, and it's just given us way too many scares. Late periods are not fun. They're even less fun when you have reason to believe they could be pregnancy.
Also, in my experience, while you may be pretty good at knowing when the stimulation is too much and I need to pull out, your partner doesn't necessarily have the same insight. Happened once while her legs were around me and... let's just say getting out was a challenge and a lot closer of a call than I'd have liked.
Funnily enough, I'm not usually the one inviting these scenarios. I'm firmly in the "Use protection" camp, but sometimes it can be hard to argue...
*cough* Use protection. Be smarter than I've been.