I threw a baby shower recently for a good freind and the games that were a hit were:
"baby task pictionary" (everyone draws on a whiteboard a "baby task"until someone guesses the answer- most right answers wins the game)
"dress the baby"- we made all the GUYS who came race to wipe, powder, diaper, clothes, put socks on and swaddle a doll- while blindfolded! It was hilarious and SO fun! The one who did it the fastest without missing anything won!
"guess how big mom is"- we had each guest try to cut a ribbon to the right length to wrap all the way around the mom-to-be's belly. Whoever was closest won!
My tip for throwing a baby shower---- plan plan plan. Buy decor ahead of time, order food or a cake if you don't have time to cook ahead... and try to make a "schedule" in for how the shower will go. Nothing is worse than a frazzled hostess for making the party uncomfortable!
On the day of the shower make sure you greet all the guests and that no one gets "left in a corner"- that is why it is a good idea to invite a mix of friends and family of the guest so that everyone ideally "knows someone" other than just you or the mom-to-be.
Like tori H. said, If you do have a coed shower, don't overdo the "cutesy" games. Most guys can only tolerate so much before they start turning green. At the shower I threw, we only had that one "guys game" and during the rest of the games the guys all went to another room and played video games. They came back for the food and cake and the gift opening. That kept the guys from getting too bored with the girly stuff... but they weren't totally excluded either!
don't overload the shower with too many games... 3-4 is plenty! Most of the shower should be spent eating snacks and mingling. If it is at the mom-to-be's home, offer to come over a few days ahead of time and "set up" the nursery. Obviously, she may not have a LOT of baby stuff before the shower, but whatever she does have can be put in the room so that it looks nice. One of the first things guests like to see is the nursery, even if it isn't "done"- and it could be awkward to show them a storage closet with a couple of random baby things thrown in. LOL! even if the nursery is just an empty room with a swing and a dresser, if it is clean and "pretty" people will be excited about it!
Have a great shower! Good Luck!
-M.