Absolutely! Why not? I wish I had thought of this for my hubby when I was pregnant. Since life is changing for the mom and dad both, I think they both should get to enjoy their baby- free time with their friends for one last time before the new arrival.
Some of the theme ideas for #Daddy shower would be :
A Golf theme shower
Pizza and Wings and a Guyish movie
Geek Squad for a Geeky Dad
For the gifts ofcourse I had posted the link a couple of days ago.
You could always add gag gifts to add more fun to the party!