I'm 37 weeks with first baby; and some American friends threw me a baby shower last month (I think it's a US thing in origin, so they knew how to do it all - I was clueless!)
Presents were all for the baby, or maternity things - e.g. V shaped cushion, sling, baby clothes (mostly newborn size, a couple of things up to 6 months), toys, teddies, blankets, muslin cloths, baby books ('How to be a Yummy Mummy', 'What To Expect in the First Year' and A-Z of child health').
They also bought me a Diaper Cake (made in California) which was quite something to behold... www.lilbabycakes.com/captivating-cake-diaper-cake.html We also played games like 'pin the sperm on the egg', maternity charades, etc etc.
I was living overseas for this (in Africa); wonder if they'll catch on in the UK?