Early ultrasounds are much more accurate at dating a pregnancy than later ultrasounds. Unless your pregnancy is complicated, you really don't need more than two. Most women receive an ultrasound at the beginning to accurately date the pregnancy, and again around 16-22 weeks to check for Down's Syndrome and other defects. I wouldn't worry about not getting one in months - most women don't.
It sounds like your baby has dropped. This is a great indication that you'll be able to have a vaginal delivery. As the weeks go on, your baby's head will put pressure on your cervix, encouraging dilation and effacement. You'll probably find that you can breathe easier but might have more problems with frequent urination and constipation.
Discharge is normal, and increases as you get closer to your due date. This discharge is called leukorrhea, and as long as it's clear or white you should be fine. If you ever discover that it is blood-tinged, green or yellowish or foul-smelling, inform your health care provider immediately. I personally experienced a lot of leukorrhea during my first pregnancy, to the point where I wore panty liners every day.
My mucus plug, on the other hand, was a thick jelly substance that I can only compare with tapioca or maybe hot glue after it's dried. It's jelly-like in nature but not really liquid at all - more chunky and solid, really.
As long as sex is still enjoyable, you should continue to have it. There's no reason to hold back during sex unless it's too intense for you physically. You can have as much sex as you like right up until your water breaks unless your doctor tells you otherwise or unless it doesn't feel good anymore. There is no danger from sex with your baby being low - actually, towards the end of your pregnancy sex is encouraged along with walking to help promote dilation and effacement.
If you ever have concerns that you might be in early labor, you should call your doctor immediately. And as always, you should make a list of your concerns and bring them up during your appointments.