I was just at a baby shower last Saturday, and they had some fun and unusual games. My favorite was they had bought letters that come on little platforms with wheels and have magnets on the front and back, so the letters can be clicked together to spell a name and they can roll like a train. They bought paint in colors that matched her nursery and each of us painted a letter. When it was done, it spelled her daughter's first, middle and last name and it was so colorful and cute and unique! The mom-to-be picked out her favorite three letters, and the people that painted those ones got a prize. We were able to paint all throughout the shower but had to be done by the end so that she could pick. So the mom-to-be got something that was practical for decorating the nursery and it would remind her of all her friends and family that were there to help her celebrate, and it's something that adds a punch of color to the room. I just thought this was so much fun and people were really creative with their letters. Some were plain and some were more elaborate. But they all looked great when put together! I asked where they got the letters and they said they got them at Micheal's. I plan on doing this with my next kiddo.
Also, when she opened the gifts, the person that gave her that gift sat on the couch with her while she opened it. So this way she has pictures of the items with the person that gave them to her. She plans on including a copy of the picture in the thank you card. And she plans on scrapbooking, so she'll have a picture of every guest that was there, and she'll include a picture of her little girl wearing that outfit or sleeping on that blanket. I thought that was a really neat idea.
There are some great websites out there with baby games and themes as well. But I'm sure you will get a ton of great ideas here too.
Good luck!