Oh how exciting! Twins!
As someone who prides herself in looking out for her fellow mamas and mamas to be, here is my feeling:
1. If I was a close friend or family member and I did not know about the birth of twins until delivery, I would be upset because I did not buy you gifts anticipating 2 babies. In fact, most of your gifts might be ill-suited.
2. Having 2 babies at once is way more overwhelming than just one and you might want to get help lined up / prepare family and friends for the extra duties they may get.
3. Announcing at the baby shower is a very cool idea, but again, your gifts will reflect one baby, not two. Many people may feel obligated to then purchase a second gift for the second baby.
4. Maybe a cool idea when you send out the invitations for the baby shower, send duplicate invitations, or in some other sly way indicate there are two - pic of the sonogram or something - and announce it WITH the baby shower announcement.
At the end of the day, it is completely your decision, but friends and family, through I guess just close proximity, seem to usually think they are entitled to all news/decisions/etc. related to babies. The surprise in the end may be on you when you are scrambling to help reassure people you weren't purposely excluding them, etc.
Congrats again, though! Good luck! S.