I'm only just 31w so I haven't had the "is the baby here yet" comments, but I do get grief from a lot of people if I even mention that I bought a single item for the nursery or the baby. (Baby shower isn't until Feb 24) I understand their viewpoint to a certain extent as people want to buy gifts, but I was raised on a very tight budget and taught that if I can get something of just as good quality second hand, that I should buy it over a brand new item.
So there are certain items I've picked up second hand because they were very good deals. I have a friend who offered to give me a brand new bassinet for free because her DD didn't use it. I got an earful because "that's something somebody could have bought you at your shower!" I've gotten to the point where I've pretty much told them all to go to hell and I'll buy for my son if I want to.
I know my hormones are all out of whack lately (random crying jags for no reason at all and massive mood swings) so maybe that's why I've gotten to that point, but it's my theory that if I have an opportunity to buy something used for very little money and don't get it because it might be a shower gift... then if I don't get it gifted I have to buy it anyway and chances are at a much higher price.
My advice would be to just tell them what you're feeling very bluntly. If they get offended and you feel bad about it, just blame it on pregnancy hormones and you'll probably be forgiven.