I think the people who are throwing your shower realize that money is going to be tight and would rather you spend it on baby then on them. I would send them a really nice card thanking them but other than that I don't think you need to get them anything. I didn't give a gift to the thrower either of my baby showers and I've never received a gift from throwing a baby shower (nor would I have wanted to) so I really don't think it is all that necessary.
Money is tight for us too, but I went to Burlington Coat Factory and found some relatively cheap gift sets for the girls that threw my shower. Things like pedicure sets, bath sets, candles, etc. I don't think it's expected that you give them a gift, but if you feel like you should then shop smart. Good luck.