Baby shower while living far away?

I currently live with my husband who is a marine in California, but my family is from Wyoming area! Now that I'm pregnant, we are trying to figure out what to do about a baby shower. We are going home for Christmas and I will be 18-22 weeks during that time. So we could have a baby shower then so I can be in person with my family (because I won't be able to fly home again until after the baby), or I don't have one until after baby, or I try and just do a registry? I don't want to be rude or seem greedy, but it's my first baby, and I feel like it's a special and exciting thing to do. Any advice? Opinions?