Traditionally, a shower was designed to "shower" the bride with things she would need to set up her home for her husband (small or handmade gifts that would help "prepare" her or gifts for her "honeymoon." While wedding gifts were usually gifts that were for the couple and thier home together.
In all honesty, bridal etiquette books and sites would tell you the a gift for the wedding is NOT a requirement, that is one of the reasons it is improper to include registry information in a wedding invitation. "The technically correct word on wedding gifts, according to most etiquette experts, is that no one is required to give one. A wedding invitation is just that, an invitation to relatives and friends to join in the celebration. You won't need to bring a gift as the price of admission. If those who are invited feel moved to show their support and friendship with a gift, then the wedding couple should be grateful." (taken from the TLC weddings website)
However, most people do give two gifts. A few suggestions that I found helpful when trying to buy gifts esp if budget was an issue was 1. to determine the total amount I could afford and then split that between the two occassions. 2. buy a smaller more personal gift for the bride for the shower and a gift from the registry for the wedding. 3. A handmade/handcrafted gift (like a book a family recipes) and then gift from the registry for the wedding.
I think the most important thing is that the gift(s) are from the heart.