I know where you're coming from! Nobody threw me a shower with my first 2 kids (sad, isn't it? LOL). I did get a small shower at work, but that was just co-workers and cake. They did pool together and buy me a very nice portable crib, so I'm not complaining by any means, but I was pretty disappointed that no one threw me a real baby shower!
My SIL on the other hand had a baby shower with each of her 3 kids -- thrown by her mother and aunt. I don't think that's out of line at all!
I personally would be uncomfortable throwing my own, although I don't know why. Here's an idea -- why not have your husband throw you a "surprise" baby shower where he does the inviting, so that you don't have to? And I love the couples/bbq idea! That sounds like a winner to me!