I wore black slacks and a blk/white maternity blouse to mine years ago. Slacks were from motherhood and blouse was from Kohls. I didn't buy anything special just used what I had already purchased.
I wore a dress wih my first, just not a maxi dress because I'm too short! I got mine at Target, but I guess it really depends on what you have where you live.
Re: what to wear to my baby shower?
I would probably wear comfortable clothes