Have it!!
i'm not having one, but I AM having a shower, because my female friends and family Wanted to throw one ( I definitely did NOT ask for one), that said, you only get married once (at least you hope!), if you want to do something do it! I agree with everybody about the expense of even attending your wedding, etc., but I don't think it means you're TOTALLY obligated not to have a stag & doe or shower or whatever.. chances are, there are a LOT of people who would get a kick out of celebrating your impending wedding who are NOT going to be able to make it to the actual wedding,
SO here are my thoughts:
If you want it, HAVE IT!
make it cheap to get in!! REALLY cheap (like.. under 5 bucks)
have drinks be cheap
have tickets for prizes be optional to buy.
THIS WAY it can be a SUPER cheap night out for people.. yeah you'll make some money (maybe not thousands), but I've been to a ton of these (and people who go do not even necessarily know the couple well, but they are seriously just so fun to go to!).. have a band, and make it fun, and it ends up being a fun party for everybody! You get to celebrate your relationship with your nearest and dearest and you might make some money (or not, but if your thinking is that it'll be like an AHR, then who cares if you don't make a ton).
I know I'm prattling on.. im really tired.. but i say do it! just don't make it a shameless money-grubbing thing and it'll be awesome!