From experience, my number 1 piece of advice I could give is to make sure you include her (& the daddy's, if applicable) family in the planning. Do your very best to allow them to have input on the shower. You don't want anyone bitter that you took ownership on throwing the shower. As a bonus, you may find that they'll be happy to monetarily contribute.
The budget ranges dramatically depending on where you're having the shower. At home with home cooked foods, at home catering, at a hall with home cooked foods or at a banquet hall. The least expensive way would be to have the shower at a house and have all the close family members make a dish.
I stole this diaper game idea from a website and made my own at home (and save lots of money doing so):
Using a fancy white napkin, fold the top corner 1/2 way down
fold the bottom corner 1/2 way up
then fold the left and right corners to the center
You should have what looks like a square again. Cut the bottom right & left corners off (as if they were the leg holes of a diaper). I used a zig-zaggy scissor for effect.
Use a diaper pin sticker to close it up (I ended up "drawing" my own on my computer & printing them on labels which I cut to size)
Glue a small clothes pin to the back of the diaper
Put a smudge of spicy brown mustard in however many diapers you want as winners. Hand out a diaper to everyone who attends the shower & at some point tell everyone to open their diaper and if they find a "SURPRISE" inside, they've won a prize.
The shower should be thrown about 2 months before the due date. It helps if the sex is known, but it's not neccessary.
Good Luck & have fun!!