Do you know her well or have access to any friends who do who can guide you in a direction that's appropriate for her?
I honestly have never enjoyed bridal/baby showers, so I dreaded when people wanted to throw them for me because of that. Thank goodness, people toned down a lot of the hoopla and made it more suitable to my preferences so I could relax and really enjoy it more.
My sister did a fun thing at my baby shower which was a 25 question survey for both my husband and me to take (it was completely suitable for a bridal shower) with questions such as "what was the name of your spouse's childhood pet?" "What did your spouse want to be when they grew up?"
We took the quiz independently - she had him fill it out before the party, and compared answers. It was fun to see how well we really knew each other.
You could also dig-up old photos of her and her soon-to-be spouse and try to guess the age at which they were taken. I prefer to do things that are humorous, so any opportunity I have to get a good laugh is best for me.
I've honestly never held onto the prizes - but, I did attend an unrelated party recently where the winner of the game received really cool beaded bracelets that had been made by the hostess. Everyone genuinely loved them.
So, my personal advice is to do as much investigation as possible regarding her so you can tailor it to her specifically - what her favorite foods are, what her favorite color is, what her bridesmaid's dresses colors are, etc.
Another idea because everything is moving to the digital world is to ask everyone to provide you with a .jpeg of a favorite picture of you or her soon-to-be-husband so you can create a Facebook fan page (if they're on Facebook) or to tag and post to their individual pages so they can create an album.
Good luck - it's very thoughtful for you to want to do something great for her.