Ugh, I dunno...unless you have drinks for the non-preggo's in the house, every baby shower I've been to has been pretty gift grubby and torturous!
Generally they have silly games--how fast can you diaper a teddy bear, how quickly can you put the children's puzzle together, can you match these children to the story they came from (i.e. wendy/john/michael--peter pan)...there are some really gross ideas out there too, like melting different chocolate bars in diapers and making people guess what kind of candy they are. (EWWWWWW)