I found these in the Unique Favors for 2007 section of the Favor Warehouse and thought they were worth a mention. They are glass coasters that have a photo frame in the center

You can include a small poem or thank you note and let them insert a photo themselves or include an engagement photo. If you plan ahead, and you are having photos done before the wedding, have a friend snap a photo of the two of you, take it to a photo kiosk and print out copies right away. Then, guests can take home and actual wedding photo instead of waiting for one to show up in the mail. It's also a fairly affordable option: the coasters are $1.49 each and printing wallet size photos at a kiosk will cost about 10 cents or so.