It pains me that so many are going through hell because so few follow the basic rules of etiquette. They are not meant to bind people, but to ease people through social situations with the least amount of discomfort.
It is considered poor etiquette for a bridal or baby shower to be given by a member of the family. Most people are not aware of this, in fact, every shower I have attended has been hosted by the mother of the girl but it's actually considered in poor taste, according to Emily Post. This is why:
If a baby shower is given by the prospective grandmother (or aunt or sister, whatever) it is seen as money-grubbing and trawling for gifts for one's own family, which is seen as tacky. A prospective grandma hosting the event is seen as one step away from the mother hosting the shower herself (and I trust I don't have to tell you that that's a no-no, etiquette-wise.)
If a wedding shower is given by the bride's family it is seen as feathering the nest of one's own children to minimize or absolve oneself of the cost, which is also seen as tacky.
Showers are supposed to be hosted by a "close friend" of the honoree. This doesn't mean grandma/mom can't plan and execute the whole thing soup to nuts but the hostess of the event must not be a member of the family. The hostess sits down with the honoree and comes up with a guest list of people the honoree would like at the event. (This is where addresses are rounded up) * "Surprise" showers are discouraged and must be approached with caution. The honoree may not be as good "friends" with someone as the hostess believes, so it is always advisable and preferrable to consult the honoree.
Since, technically, the hostess is the one putting on the event (hosting, duh) and issuing the invitations, she is usually in charge of addressing and stamping the envelopes for the honoree and presenting them to her with a list of who gave what. This is part of her duties as hostess. The honoree takes the list and the envelopes, writes the thanks and they get mailed by either party.
It is considered in poor taste to have more than 2 showers for any event. According to my 1988 Elizabeth Post it is one shower but with the advent of equality it is considered acceptable now to have two bridal showers. Any woman throwing for herself (oh the horror!) multiple showers should receive a steady stream of "regretfully cannot attend" rsvps. Jaymz: you need not feel compelled to attend more than one shower for a couple. That's what "kind regrets" are for.
And, no it is not considered proper etiquette to bring a gift to the reception. Although everybody at every wedding I have ever been to has done this. One must send the gift prior to the event (or after the honeymoon, as a congratulatory gift). To bring a package to an event is making a presumption that there will be someone there to keep track of and transport your package that you failed to send in a timely manner. Back in the day, couples left the reception for the honeymoon right away. One must not assume that they can carry packages with them or have someone who can.
* The rationale behind the hostess sitting down with the honoree and making up the guest list is this: If the honoree doesn't have the guest's full and correct physical address then perhaps they are not close enough friends to warrant an invitation to the event! Sending mass e-mail invitations to people you know slightly on the chance they'll show up and give/send you a gift is tacky, tacky, tacky. It's my suspicion that this accounts for the increase of "please address your own envelope" requests; because the person giving the party barely knows you but invited you and 300 other email buddies anyway, hoping to get a gift from each of you. Ew!
Look, I don't like rules. Never have, probably never will. But even I can see that the reasoning behind our most commonly accepted sources of etiquette have been pretty damn well-thought out. There's a reason behind the rules which usually involves not offending another party. I don't care if you want to defy social convention every step of the way by inviting people you barely know to a dozen showers and then asking them to address their own thank-you cards but you have to be prepared to accept the consequences; people will find your behavior boorish, crass, selfish and thoughtless. And that's what the rules of etiquette seek to avoid.