My niece is getting married on Halloween this year...She's a trip. Anyhow, her shower was last Saturday. They gave Halloween themed Christmas ornaments. So, while you may not want Halloween ones, a Christmas ornament is an idea.
I didn't have a shower but made up some little gift boxes for my bridesmaids which they got on the day itself. One thing I included was some bags of chocolate coins my mum found at the Disney Store, they were pink (rather than gold like you normally get at Christmas) and had the princesses on them. If you can find something similar they might be good, my coins ran about a dollar per bag.
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