Just realize that it usually isn't the guest of honor's decision. I've had that done at a couple of showers (I believe one of my wedding showers and one of my baby showers) and it was something the host did-not something I did on my own or asked to have done. It's been done for a while...I first saw it around the time of my wedding. DH's brother got married 5 months before we did, and I saw it at one of their showers, then at ours.
I did have a shower recently that I kind of wish that had been done at. One of my baby showers (drop-in) ended up being HUGE-as in 60+ people in attendance, plus others who had sent gifts. I did not mind addressing the thank yous AT ALL, or writing them, but a lot of the people I didn't have addresses for! It took me forever to track down some of them, because I didn't necessarily know the people well (small town, lots of my grandmother's friends, etc.). It definitely would have helped to have a way to gather all their addresses! It took quite a few phone calls to figure out who even had some of the addresses!