Baby shower etiquette??

I don't have many girl friends mostly guys and can't count on any of them to throw a shower for me and my family is too far away to do something like that for me. After my wedding was ruined by my husbands sister & mom I don't want them to throw one for me in fear that the same thing would happen. I've been reading & hearing how it's bad etiquette to throw your own baby shower and wanted to shee how others felt about it. Would you throw your own if you were in my shoes or allow your SO's mom & sister have another opportunity to make yet another big day you will always remember horrible? All feedback is appreciated, thank you!