Shopping for baby

So Im curious when did everyone start shopping for baby or have a baby shower? I will be giving birth in my hometown instead of where I live in a different state. My husband is deployed and doesn't get back until a few weeks before our daughter is due. Im so nervous going back and not having anything at home when I get there except a few things of what he is going to get. I plan on having a baby shower while im staying with my parents and just asking for gift cards so then I can have things shipped to our house or even just buy them when Im done recovering. Has anyone been through this? Its so tough I just want to buy things and set up her room but I cant and not having very much when I go back is going to be hard. Thank you in advance!