you should talk to your husband too.
you have to sleep, you cant be staying up all night...well you can but its not that good, because then your tired all day.
i know you dont want to be rude, but if you talk to your husband and tell him your exausted, and NEED sleep now, im sure he'll understand.
And maybe while your sleeping they could move the video games up to your roomates part of the house upstairs, so your in your room sleeping at a decent hour.
My fiancee used to play video games at night time, and at the beginning of my pregnancy i was extremely tired, [now not so much] but when i would go lay down, i would ask him to turn the volume down on the computer because he plays video games on the computer and if he minds if i turn off the tv.
He had no problem with it, he understood that i needed some sleep.
Your sleep patterns are going to change a lot more once a baby comes, waking up in the night to feed, be changed, rocked to sleep, and you'll still have to wake up at a good time to do the same routines again, you cant be sleeping when that all happens. Its better to work things out now so your adjusted.