Guest favours is a special way not only to say thank you to the guests but also to give them a little token of the wedding day. Usually favours are very small items and inexpensive so the couple can buy them in bulk. When having a meal, guests favours are placed at each guests spot, and than a basket (or container) is set at the door so that uninvited guests can have a thank you token as well. Guest favours are usually given in some sort of holder, a glass mug, a mini jar, a decorative box, etc.
A great website for ideas and to buy guest favours from is http://www.beau-coup.com/, they have a number of different theme related items to match almost any wedding's theme.