Is it expected to have party favors are a baby shower?

Not really. You could have shower games with little prizes .If you are trying to save money you can pick up nice little things at the dollar store. There are cheap alternatives to baby shower favors, such as making them yourself. I have several ideas posted on an Ehow, http://www.ehow.com/how_5236446_make-creative-baby-shower-favors.html There are plenty of creative ways to make favors, that won't cost you, the host, a fortune!