Is it your first baby? I would stick it out if it was my first. Babies can cost a lot and its always nice to have help getting set up with all that gear! I am pregnant with my second, though. When my new SIL asked to throw me one and I actually declined. I dont need anything and its kinda taboo in my fam to have a second shower. Instead we have "baby is here" parties that focuses more on family and less on gifts.
Meg, Momma to Joey (Feb 2010)