K.T.
The dice game is a classic. You can do a word find or a word scramble about babies. A quiz about taking care of babies in general, or the names of celebrity babies, or family history.
At my cousin's shower, as the guests arrived they got a paper diaper to write their name on and pin on their shirt with a safety pin...that is a cute way to display a name by itself, but also, inside the folded paper diaper was a little piece of cotton that was marked with a marker...most of them were yellow [pee] but when we did the games we all opened them and the couple of people who had brown [signifying poop] got a small gift.
One thing I thought of is to do a kind of bingo, where there are blank bingo cards [without the numbers] that you would print out and the guests would fill in...in each spot they would write down what they think you are getting for presents [bottles, diapers, thermometer, etc] and then as you open them, they would mark off their papers and the "bingo" winners would get a small gift.
Here is another site that has some ideas:
http://www.babyshowerscentral.com/