Baby shower etiquette?

Kelli • Married since 2005, and had our first child on June 16! We are so in love with our little boy!!!
I was just wondering, because I have NO clue, is it the expectation to give a thank you gift to the person that threw your shower?  I bought thank you cards for everyone that came, and I bought really fancy PAPYRUS cards from Target for the ladies that threw the showers.  Should I be purchasing gifts, too?