How fun!! Just remember that people are there to celebrate with you, not judge you :)
I had a little notebook/journal that I had someone write everything down in so I could mention the gift specifically when I wrote thank you notes. It is up to you if you want to collect addresses (you can pass out the envelopes for the thank you notes and have everyone address theirs for you) or pass them out at work.
You don't need to read the entire card aloud, but do read the name/names on it. If you get an outfit with a cute saying or something read that outloud since everyone may not be able to see it. It is a good idea to set the gifts out for everyone to browse through afterward.
I did get a hostess gift for the girls that threw my shower, but I gave it to them afterward, not in front of everyone. I did a little basket of lotions. I know that they did not expect it of me, but I wanted to show my appreciation to them. Nothing huge, just something to say "thanks "
Depending on how close you are you may want to later take pictures of the baby wearing/using the gifts given to give to the "giver"later on.
It helped me to remember that this was about the baby, not just me, so I didn't feel so self conscious about all the attention. :) But also remember that you DO deserve a little pampering. You are carrying a miracle in you :)