I have never had on either, it was a big deal to me and I find it really hard when friends of mine have baby showers. I wish someone cared enough about me to give me a beautiful day. Hopefully if we get pregnant with number 4 someone might? I doubt it though as organising my 30th birthday was horrible enough with people pulling out.
maybey get a good friend and go to a day spa ( although if they where a good friend they would be throwing you a baby shower!!!).