Music is such a personal thing! Some people are heavily influenced by the sounds around them, and for them, playing sad or melancholy at your party would be a real downer. Further, some folks don't like rock and roll (hard to imagine, isn't it?), and some very intense people might be offended by Led Zeppelin lyrics. Unless you've chosen a shower that has a musical theme, for example, Elvis Commemorative or Nifty ‘50s, you're going to have to think a bit about what you want to play.
First, do you and your bride want the music to be mellow and refined? Classical would be nice, but it's often interruptive at a party to have cymbals clashing. If you are going classical, which is an excellent choice for most parties, may I suggest you pick up a Baroque medley CD? Did you know that Baroque music actually stimulates the cerebral cortex of the brain and generates fresh ideas? (This was allegedly tested on a number of employees in big corporations.)
If serenity is the key to your party—try Enya's Shepherd Moon, a Gregorian Chant, Vivaldi's Four Seasons, Celine Dion's C'est Deux, anything from Wyndham Hill, Narada, Wynton Marsalis, or James Galway. Looking for something more rowdy? Pick your favorites and ask the bride hers. Or try the tried-and-true party favorites for thirty-somethings—Rod Stewart, Billy Joel, Bruce Springsteen, The Eagles, and so on.
Right now there are a lot of “golden oldies” and “dance classics” CDs around you can pick up for under $10 usually. I'm not happy to admit that some of my favorite songs are now available in montage. (I once read that the definition of growing older is “Your favorite music is now available through television ads for two easy payments on your credit card”—It's a scary thing!)
You should have, borrow, or rent a nice stereo system for the party. Set the speakers in opposite corners in the main room for the party, and test them in advance.