Don't forget to first ask the honoree if she cares for games - some people would rather not bother. If she is "game" - SMILE - her are a few that I have done at previous showers:
Diaper name tags - folded name tags that look like pinned little diapers. The guest that finds a "poopy" diaper (brown crayon on the inside of the fold) at the time of the reveal wins a door prize.
How many diaper pins in a jar? Or how many candies in a baby bottle? Or how many rattles in a toy bin? Twist on an old favorite - closest guess wins a prize.
Start each guest with 3 clothespins - you can usually find the pink and blue ones at the dollar store, but any will do. Have a common baby themed word picked as the game word and any time a guest says that word, she looses a clothespin to whomever she said it to...words that might be chosen would include Baby, Diaper, Cute, Girl, Boy, etc... The guest with the most pins at the end of the shower wins a prize.
Prizes can be either for the guest or for the guest to give the expectant Mom....just be sure to spell out to your guests if they are vying for personal prizes or gifts for the honoree. Table decorations can double as prizes if they are baby themed and for the expectant Mom!
And for those Moms that would rather not game, most would still appreciate having baby themed notepaper and envelopes out along with a number of pens (placed in a baby bottle or toy shape sorter?), so that guests can write down inspirational quotes, Bible verses, personal words of encouragement, bits of advice or humorous stories of their own parenting adventures. Guests can fill out papers at the shower to leave in a basket or take them home and mail them back to the expectant Mom - be sure to have envelopes addressed with her name/address so guests will have an easy time of it if they choose to take the papers home.
Table decorations should be fun - cloth diaper or baby washclothes/towel "cakes" with toys adorning the tops OR colorful toys as centerpieces (toddler dump truck looks cute with small ivy plant in the back of it) OR baby bottles that have been filled with candy (blue or pink jelly beans or M&M's) can be used in centerpieces or as balloon weights OR child size umbrella can be turned upside down and filled with soft toys - just be sure to watch any little visitors and make sure they don't get hurt with the handle/top of umbrella - this is better when it is put on a table that can't be reached or hung from the ceiling and then gotten down later so that the decorations can be given to the expectant Mom OR small decorative storage bins/colorful tin pails can be filled with baby items and placed about, use crumpled tissue paper or curling ribbon to fill gaps.
Have fun at your shower!