I had one of these parties as part of my bachelorette party. We had a blast and when it came time to actually buy the goods everyone went into a private room one at a time and made there purchases and came back with their items in bags to insure their privacy. The best part was a joke on my mother I had the saleslady tell my mom she was all out of bags and had only one left. Basically all the other ladies were coming out this room with bags the size of lunch sacks and we set me my mom up with the Big Brown Bag from Bloomingdales. The saleslady shoved it full of tissue paper. It was hilarious to see my mom come out with that huge bag and a blush.
I cannot imagine going to one of these parties with my mother. I'd die. I don't want to associate anything to do with my parents having sex. Of course, I know that they do, but I can't deal with an obvious reminder.
But bravo to you and your mother for being so comfortable with each other to attend a party like that together.