There is a board game called (I think) Newlyweds for couples to play....pretty interesting
If you want to do the combo gift (CDs, candles, etc) you can add a small gift that a friend of mine got at her bridal shower recently. It was a pair of dice (or should I say die English majors/teachers??). One die had things to do like kiss, pinch, etc and the other one had body parts. You do the math!!
I've also seen some very creative lingerie. You need an engineering degree to figure out how to put it on! lol