To me, a good wedding favor is something inexpensive and useful. Candy is good. I once got a cookie cutter, that was nice too.
Rob and I want to give boxes of matches at our wedding (not the small restaurant give-away kind, a lager box). Clever guests will know that it references Rob's fiery beach proposal. Everyone else should just be glad to have a pretty box to take home.
This site has good prices on small boxes and this site lets you choose the match color. It might be easier to buy matches at Costco and do the customization myself. The matches pictured are $12 a box from iomoi. Do you know of a good source?