Cheap Wedding Favors
Fill a small box or bag with some goodies for your upcoming wedding reception. You can buy bags and boxes especially for this occasion at your local craft stores (Hobby lobby, Michaels, etc.). For a cheaper solution, you can use sandwich bags and some ribbon.
Now you need to figure out what you would like to stuff in them, here are some ideas:
Candy is the most popular choice and though it is not very unique it is still a very good choice. Sometimes favors that are not editable end up in the trash or lost, and candy typically goes over well with most people. Some good choices would be heresy kisses, M&Ms (you can even have them personalized), mints, chocolate covered pretzels, mini cookies, jelly beans, etc. You could also set up a candy bar and let your quests fill up their own boxes of goodies to take home. With a candy bar, everyone can stuff their own boxes with the candy of their choice. Be careful handing out anything with nuts in it, due to some people having strong allergic reactions to them.