I think that one of the hard things about throwing a shower is coming up with games that don't seem ridiculous. For my sister Alisha's friend's shower she chose to do two simple games. For one she put a picture of the groom that she swipped from Facebook (When he lives in Europe it is a little hard to get a photo of him). Then she placed his photo in one of the colored, not see through envelopes and each guest received an envelope with the words "who has the groom" written on it. Then whoever had the picture won a prize.
The second game that she played was from Love and Weddings Blogspot called How Sweet is Is. It has a list of different candies and a wedding saying and you have to match it up. She decided that she wanted to make it a little different and picked up a foam board and wrote each wedding saying on a numbered card. Then she put all the candy on a tray and had each guest choose a number and if they could pick which candy matched they got to keep it. Some of the wedding phrases are, Wedding Night, bridesmaids, and the groom and corresponding candies would be Skor, airheads, and Mr. goodbar. Then whoever had the most got a big prize (the Paris lotion from Bath and Body works.)