This is when I would first and foremost direct you to the gift registry. You absolutely cannot go wrong by picking up something that the mother-to-be herself hand picked out. Trust me, blood sweat and tears go into curating those baby registries! But, if you insist on not looking at the registry, or there are slim picking on said registry, here are some great gift ideas that the mom to be will love. All of these are items that I have and have bought for other moms.
Anything for 6 months and beyond
When people think baby shower, they think about squishy little newborns. Those teenie-tiny clothes look super adorable on the hanger, I know, but most moms want you to leave them right where they hang. It's not that we don't need baby clothes, trust me, we do! The problem is that for the first baby, 9 out of 10 times, we will get way more newborn and 0-3 month sized clothes than our kid will ever be able to wear! I didn't register for any baby clothes and still ended up with a ton. I returned a bunch and she wore a new outfit every day but we still had clothes she didn't get to wear. She grew that fast!
So put the pack of newborn onesies down and opt for 3-month sizes and up. A set of 6 or 9-month sleepers would be perfect. Or ditch the clothes completely and step outside of the box. Since most people will buy things the baby will need for the first 3-5 months of its life, you should aim to get things for the months afterward.
Teething toys are great. Baby P started teething around 4 months. It was nice to already have a few chew toys ready to go for her. Look for toys with multiple surfaces and textures to chew on.
Spoons and bowls for starting solids are also a necessity that many people tend to forget about when shopping for a shower gift. Baby's can start solids as early as 4 months, although most start at 6 months. Showing up with the cool easy squeeze spoon or other feeding gadgets will surely impress the parents to be.