1. You did have a wedding - that is the ceremony when you got married.
2. It is not appropriate to host your own baby shower.
If you want to throw are party, throw a party. You need some food and music and perhaps some activities. If you really are doing this to get gifts, you'd be better off having someone else host the party on your behalf.
The choices are all yours. I find that some party/paper items are pretty reasonable at Walmart in the party section. Esp the solid color plates & napkins that match. You pretty much have to put the emphasis on one theme or the other to make the things you buy easier to choose. If you want a baby shower then choose that. The party items will be more specific for that. There are also some fun games you can plan for that. Can you make a decorated cake? If you aren't too creative with cakes you can buy some plastic decorations for the cake like tiny baby things & place them on the cake. You can also know it's your anniv. party too w/o having the theme go that way. You could even get a plastic rattle that is regular size & place it in center of cake with smaller plastic baby things around it.
I have been married for 4 years and I have never had a wedding. Money has been very tight and on top of everything else we had a baby and now expecting another. I really want to have a anniversary party and a baby shower in October to celebrate our family. My husband and I have large families but aren't very social. How do I throw my own party? What do I do at the party? How many people do I invite? If anyone has any ideas I would sure appreciate it.