Period? Pregnant? No Test? Help!

I haven't taken a pregnancy test for the last few months, because I get my hopes up. My last two periods have been a week+ late. In the last two months I have had nauseous, sickness, and a heightened sense of smell. My periods seem to be normal as far as I can tell, but what would cause these symptoms? I've heard people being pregnant and still having their period but I'm not sure how often that happens.