I think a sweater would be a wonderful addition to your baby shower gift. There is a wonderful baby sweater pattern that I recently used for some LB Homespun yarn. Here is the link: http://fpea.blogspot.com/2007/01/free-pattern-friday-mossy-jacket.html
It's so easy and seamless construction. I finished it in two days.
I live in Texas where it doesn't get too cold for a coat, but I always carry sweaters for both of my girls in the car. If they are in a resteraunt or building that's a little chilly, I just run to the car and grab a sweater.