Definetely throw one for yourself!
I am 3 weeks away from birthing my second child and haven't had a baby shower for either of my pregnancies.
I'm an army wife with a very poor support network, and friends I do have locally are minimal or live interstate.
I totally regret not organising my own baby shower. My sister who is also pregnant, recently had a baby shower in the form of a nutrimetics party. Last time she had an undercover wear party. She organised both of them and were both really successful!