I'm married but didn't have a bridal shower, but I thought those showers were supposed to have lingerie and stuff like that? If you don't want to get that, maybe you can get them something from Bed Bath and Beyond that you think they would like.
Oh no...Well, how about a gift certificate? There are lots of places (even grocery stores) who sell gift certificates to various stores. I know that Safeway here sells REI, Pottery Barn, Nordstroms, etc. cards at the checkout counter. Maybe you could find something like that?
A nice picture frame is also a good option - I really like the Waterford crystal frame I received from someone.
I wanted to add that when you get something of the registry its often not helpful because the bride to be might have something like that or she doesn't need it or it doesn't fit her house/apartment. If you do get off something off the registry include a receipt.