For my friend's baby shower about six years ago, we used Easter M&M's in tulle. They were nice baby pastel colors - but back then they didn't put the little chickies and eggs on them either.

Along the same lines, if you could find a bulk candy place (Like B A Sweetie up here) you could get several pounds of either Jelly Bellies or M&M's in baby colors. Places like Flower Factory (hopefully membership is still free for new folks) or Pat Catan's would have tulle circles or sheer bags for cheaper than other crafty places.
For one shower we got glycerin soaps and hot glued a fabric flower to the top.
Or how about little tiny paper boxes with baby foot print/hand print stickers on top with pastel butter mints inside.
A pretty colored, scented, sealed votive candle wrapped in tulle
I liked the PPs idea of homemade bath salts. You could put them in 4oz baby bottles (in packs from the dollar store) if you can't find enough baby food jars around.
Fun game:
Make a boy and a girl column labeled A-Z and ask everyone to write down a name for a boy and a girl beginning with each letter of the alphabet.
IE Aiden, Annie, Brent, Beverly, etc.
HAVE FUN!!!