I agree. It isn't polite to invite someone to a shower but not to the wedding, although it is ok to invite them to the wedding but not the shower.

Inviting someone to a shower and not the wedding is like saying "come give me presents for my special day, but I don't want you to share the special day with me."

The only way I see it being ok is if you have a situation like my SIL. She planned her wedding in three months and could only invite 30-50 people. The shower I threw for her at her house invited all of the people she would have wanted to come but didn't have space for and she explained that to each one of them personally and thanked them for their friendship and gifts. It was a sort of sensitive issue as even some aunts and uncles couldn't be invited to the wedding, but they worked it out and in the end it was ok!