I personally don't agree with baby showers full stop and for those times I have been invited I have always bought something for mummy and not the baby. I know of people who have sadly lost babies at the end of pregnancy or have been in hospital for a long time and I think giving gifts before can cause more hurt later if something awful did happen. That's just me and I am superstitious (I never walk under a ladder!) I also didn't have a baby shower for either of mine.
It is lovely to receive gifts for your baby once they are born but I would NEVER expect my friends to buy a gift for my baby. Why should they? They do because they are my friends and everyone loves a cute little bundle of joy (any excuse to go over for a cuddle!)
If I received a gift list I would be annoyed, but I would buy something anyway as I would feel I had to. I would probably buy something personal again once the baby was born too but again feel annoyed I'd had to buy something before.
However, that's just me and I know a lot of people who are happy to do the American thing of a baby shower.
Good luck with everything