I've had them at quite a few weddings. Last one was mini rolls of love heart sweets with the bride and groom's names on in a little net bag tied with a ribbon, I kept one and we collected a load of the others to "decorate" the marital bed in their hotel room (tastefully I should say!).
One had little packs of trivial pursuit questions and such on the tables.
My brother's had glowsticks you could link together to make bracelets or necklaces (and interesting things for kilts!) for the reception party - they were great on the dancefloor with the lights down.
I've also known of disposable cameras being put on tables for guests to take photos which the bride and groom can they have to add to their other wedding ones.