My prefferred shower of any sort (bridal or baby) is in someone's home. Finger sandwiches or a variety of salads are fine. Probably a lot of the relatives will be happy to help by bringing a dish. If you play games I suggest only a few and make the focus of the party the bride. If you have it in someone's living room (her mom's?) conversation flows easily and everyone can get their chance to visit with the bride. The big event of the party is opening the gifts anyway so I would keep it simple.
Some people choose to rent a hall or a large room (often in their church). To me the atmosphere is a lot colder and people only speak to the people they are sitting with.
Just my opinion