The first thing to know is that a bridal shower is definitely a party that is all about giving gifts to the bride. From an etiquette point of view, what this means is that it is not appropriate for a bridal shower to be hosted by a bride's mother or sisters, because it can look like they are grabbing for gifts of her behalf. A better choice for the host is one of the bridesmaids who is not a close relative of the bride's. This does not mean that the bride's family cannot contribute to the shower at all. For instance, if the bridesmaids all live in tiny apartments, the shower could be held at the mother of the bride's home, but with the bridesmaids' names on the invitations as the hosts.
An important thing that the bride should remember is that you cannot ask a friend to have a shower on your behalf. Planning a bridal shower is time consuming and expensive, and although one is usually organized by one or more of the bridesmaids, it is not one of their obligations. Chances are that one of your close friends will step up and offer to host a party for you anyway; just make sure that she does it willingly, not under pressure.
The guest list of a bridal shower should consist only of guests who are actually invited to the wedding. It is the height of rudeness to ask guests to come to a party and give you a gift without including them in the main event. The only possible exception to this is if you work in the type of office that has a cake for every imaginable event. If your co-workers want to get together and toast you before your wedding, that it their prerogative.
Traditional etiquette about shower gifts is that they should be some little item that the bride can use in her new home, or something fun for the honeymoon. In general, a shower gift should be less expensive than the wedding gift, although the trend in recent years has been towards more lavish shower gifts as well. If you are uncertain, you can always ask some of the other guests what type of gifts they are bringing to help you find a price point that will not look too extravagant nor too chintzy. If you know the bride well, a nice idea is to get her something special that she has been eyeing for her wedding. Often a group of bridesmaids will go in together on the more expensive gifts, like a gorgeous set of wedding jewelry.
After the wedding, there is one final piece of etiquette to be observed: writing the thank you notes! It is the bride's duty to handwrite a thoughtful note for all of her wedding gifts, from the most stunning piece of jewelry down to the lowliest potholder. And don't put it off - this is a task that is easiest when it is tackled in the week after the shower. A good tip is to have someone make a list of the gift and the donor's name during the shower. That way, you will be sure not to forget to thank anyone. After all, showing your heartfelt appreciation is always good etiquette!