I hosted one at the Mom to Be's house, and like you said it was actually more convenient for the guest of honor. We (the hostesses) brought all the food, helped clean the house, and cleaned up when it was done. Plus, everyone got to see the nursery which was fun too. All the mom to be had to do was get ready.
My sisters are hosting shower for me at my house in Feb/Mar after the baby is born, and we're doing it at my house, so I don't have to worry about the nursing and nap schedule. Because we just moved a couple of weeks ago, most of my friends haven't seen our house yet either. It kind of kills two birds with one stone for me.