Throwing an original bridal shower often simply means a change of location. Instead of crowding into a tea parlor, head to a nearby beach or lake, or something more unorthodox, like a ski lodge or a campground.
Some fun options take you even farther from the land of quaint. Don't knock a gun range bridal shower until you've tried it. Outdoors doesn't mean having to leave the city, either -- a low-impact yoga session or an indoor rock climbing session are also excellent activities for an active bride's shower. Just make sure there's a hot tub or a campfire and marshmallows waiting at the end of the party for oldsters and the athletically disinclined.