A cafe could be really nice I would think, especially if you were able to book an area for yourselves? Depends how silly you want to get, or if you are expecting other small children perhaps?
Could you hold it at a friends house? Or what about a nice day out on the kapiti coast for everyone? I'd travel an hour to a friends baby shower.
I live 40 mins out of town and my BFF is holding mine at my house (and she's coming from 2.5 hours away to do it, so I don't think she'll take travelling as an excuse from anyone

)