You already have such good advice, I'll just add my two cents...
Yes, get a hostess gift. A small plant, a picture frame, a package of stationery (blank cards, Target has cute ones, sometimes in their dollar section, you can get cards and matching sticky notes) or a candle. Keep it at $5 -7 per hostess, and put it in a gift bag (again, look in the Target dollar area). Give it to them discretely before the shower begins.
Completely agree with the big no-no of asking people to address their own envelopes. If you need help with an address, ask the hostess to get it for you. Also, buck up for a stamp. I think it is incredibly tacky to hand out thank-you notes at work. They took the time and money for your gift, the least you can do is mail the note!!
Most of all, relax and enjoy. I'm uncomfortable with alot of attention, but showers are a celebration! Don't hesistate to rely on your hostess for anything you need or any questions you have.
Best wishes for a safe and speedy delivery! Congrats on your new little one!