If you have a religious connection, it has become a tradition lately to have the group of ladies pray for the baby's coming and future. I sobbed through mine (last time) as people prayed for my daughter's health, growth, maturity, future spouse, you name it. You can either leave it up to people praying or actually pass out slips of paper with suggestions on it for things to pray about.
One of the things I have done/will do for a friend's shower is make up a Mad Libs type game about the mom-to-be and labor, etc. You go around the room asking people to contribute random answers without knowing what they are answering (numbers for day of birth, baby's weight, hours of labor, etc.). The purpose and effect is humor. For example: When Jenny went into labor, the dad-to-be was so excited that he made it to the hospital in (number) minutes and ran three (color) lights on the way. So if when asked for a number and a color, people say 1, 483 and PURPLE, you write it in. At the end of the story, you read back your predictions for the baby's birth and then give the copy to the mother to put in the baby book or whatever. Anyway, I hope that makes sense. It is sort of a game, but completely non competitive.
There is also the old "don't cross your legs" or "don't say baby" restrictions at a shower or your safety pin/clothes pin, whatever, is taken by the person who catches you at it, and the person with the most clothespins at the end wins a prize. But that is really a game. Funny thing is, the mom-to-be at next week's shower actually requested that game! It's actually one of my least favorite!