I have never held a baby shower and the only one I went to didn't really have favors...but they did have a word scramble game to see who got the most in a minute and I won a small scrap book for a baby (YIKES).
I tell you what though, I'd check like Ivilliage.com under their parenting stuff and I bet you would find some resources and ideas!
Hope that helps!
Hootie
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