I started doing this a couple of years ago and it always seems to be a big hit! If you're looking for a theme for baby shower invitations, look for inspiration in the nursery theme! Here's an invitation that I illustrated based on the actual nursery bedding the mommy-to-be registered for!
Here's the actual nursery that the Mommy-to-Be loved from Pottery Barn:
and the invitation with matching thank you note that I designed for the shower: