Just went to a baby shower Saturday night. 1.
They "dressed" a baby with toliet paper. It was hilarious. The winner was done up really well, baby bonnet, rattle, diaper (dirty and all).
2. They handed out a piece of paper with all the letters of the alaphabet and you had to write something that related to babies with that letter.
3. At a shower that I gave, I did a word scramble with 20 words.
4. We also did the items on a tray where you had to write down the items.
5. Ribbon, toliet paper around the belly.
6. What the mommy to be had on when she came into the shower.
Also, the last 2 showers I attended, each guess who brought a package of diapers recieved a raffle ticket for a prize. (Mommy gets lots of diapers that way.

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Prizes can range from Yankee Candles, bath & body work stuff, cute note cards--I made up a couple of sets that I stamped so it didn't cost very much, you can get a pack of 50 note cards at Michales for $5 or $10 depending on the sales.
For a prize, one shower wrapped a package of popcorn (instead of chocolate bars) and wrote something like, (Name of mommy) is about to pop, so join her in popping up a batch of popcorn. I thought it was really cute, the wrapper had the baby shower them on it--that is a really inexpensive souvenier. Good luck and have a lot of fun!