Milk and cookies is a classic theme for baby showers. Having a few cool props adds a special touch to the theme. Here are some items I found at Cox and Cox that will enable you to customize the party. I think the hands and feet cookies are adorable.
I suggest you bake flavored creme brulee to bring a grown up touch. Lavender creme brulee is divine and chic. I bought my brulee dishes at Linen Chest.