Hi, you ask a difficult question because it IS hard to know what to wear. Wedding showers I've attended a number of years ago in the Midwest USA, tended to be rather feminine, dressy affairs (pretty dresses or skirts, jewelry, cute heeled shoes etc.) Today I'm not so sure...things seem to be a bit more relaxed and casual so I think there is more variety in what can be worn. I also think it depends on the party venue and the region in which you live. California and Florida are a lot different than Illinois and Ontario, LOL. A formal garden party shower would be different from one in a private home. Generally I would lean toward a understated fashionable look that is a bit dressier than everyday, but not too fussy.
Perhaps those who have had a recent experience at a bridal shower can chime in with their experience!