I've found this to be regional... I had never HEARD of buying a gift for the shower and the wedding until I started posting on the Knot chatboards. Neither had any of my friends! At my wedding, which had 500 invited, we did not receive ANY wedding *and* shower gifts from anyone... those that attended a shower did not bring a wedding gift, and I never expected them to. I had several showers... I have never given a gift to both... I always thought of the shower being a time to spend with the couple (or bride) in which you could bring your gift for them and get to see them open it and stuff... instead of just leaving it on a table at the wedding.
All that to say, don't let what other regions do sway what you do. If its normal in your area to just do a check at the wedding, and small gift at a shower - do that. I haven't changed the way I do things just because I've learned people in other areas do it differently... ESPECIALLY after being married and learning we're not the only ones who see it that way! LOL =)
And the price of average gifts is regional... here, we never received any gifts more than $50 total. With the exception of a check from my grandfather - that was tops - even from close family and friends. Then I hear that people in other areas give couples $200 for their wedding, and another $100 shower gift. Just not the norm, here.
Like I said, I'm glad we had a big wedding so I could gauge if *I* do things normally for my area and such...
So, if it was my wedding, I would only expect one thing from you, so your gift at the shower would be fine. But I don't know how things are there where you are... so it's hard to tell you what to do. If you have a great idea for a gift, go with that and don't worry about the check! I promise the couple is not going to hold it against you, they will just be thankful for the gift you gave and that you attended their big day.
THat was long, sorry.