Hosting your own shower?

Has anyone hosted their own shower? My husband and I just don't have a lot of friends or big families. I debated about even having a shower, but I think it would be nice to try to have a small one. It seems rude to ask anyone to do one for me, and I don't see anybody offering either. It would be a lot of work even for something small, but I think that's my only option if I want to try to have one! Any opinions?