I think that the first thing you have to decide on is a theme. Does she know the sex of the baby? Does she want the typical blue/pink or something more stylish or wild or ???
Will she be registering somewhere for the gifts? (You need to be able to put that in the invitations).
You will need to decide on a location.
Will it be formal or casual? If casual, I would suggest finger foods, maybe evens soups/breads/crackers and mini cupcakes or cupcakes to go along with a single shower cake for the mom-to-be.
Will you be making all of the food or will it be catered?
Games -- fun and playful games?
I have lots of ideas once I hear what you have in mind.
What state do you live in? I ask only because I'm wondering if it will be fall in your area around that time? My son was born on Oct 27 (we due on Halloween). It's always beautiful around that time.