The practical side in me would say gift vouchers or cash. But that would be a tad impersonal and I suppose a last resort when you really can't think of anything.
This article from Buzzfeed lists down 30 Unexpected Baby Shower Gifts, which I found really interesting.
http://www.buzzfeed.com/peggy/unexpected-baby-shower-gifts-that-are-sheer-genius#.tj98mYo49
My favourite choice from the list is The Travelling Crib, which is pretty much a baby bag that opens up into a crib. Perfect for travelling :)
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