A few of my favorite ideas:
1. Each guest brings a bead for the mama-to-be. During the shower, the beads will come together to create a necklace, each piece representing a friend or family member.
2. Give each guest a bees wax candle to take home as a "door prize". When mama is in labor, or when the baby is born, everyone lights their candle and sends positive thoughts and warm wishes to the new baby all at the same time!
3. Wrap your gift in a receiving blanket instead of wrapping paper.