I'm glad to be having a baby shower, but I don't necessarily want three :/ It's very nice when your family wants to throw you a shower but I think only one is necessary, two at the max. But three..See my husband's mom divorced his dad years ago and so she wants to throw me a shower too, and so does my husband's step-mom and aunt. My mom and aunt are also throwing me one. It's nice but I really don't think three is necessary. I don't see my mother in law's extended family that much so I'll feel like I'm receiving gifts from a bunch of strangers (that's how it was at my wedding shower).
With one shower you get what you need, with the second you get a little more stuff you need but also doubles of stuff. And by the third you have so much stuff you'll have to save the receipts! So if you have the money to get everything yourself, go for it! You don't have to have a shower if you don't want.