First off, congratulations!
Depending on the theme you would like for your wedding, there are
almost too many options out there. I've recently become so overwhelmed
with the selection, that I wonder how I am ever going to decide on one
favor! :) I still think it's best to look around, check out all the wedding
sites, favor sites, etc. This will give you an idea of what you may or
may not want.
If you are working within a budget, it may be best for you to make your
own favors. I've heard it's a nice project, working on DIY favors with
your bridesmaid, and it saves so much money in the long run. I did
come across a site, www.craftsnfavors.com and they actually have all
the supplies any party giver, especially us brides, to use to make our
own favors and even decor material for the venue. I was impressed with
the selection they had.
I'm am a huge of the favor boxes though. I think they are plain, simple, yet can be dressed up easily! I love the idea of leaving your guests with one of your favorite treats. These can be anything from jordan almonds, to hershey kisses, to other nuts and/or chocolate treats.

Once you decide on your wedding colors you can purchase matching favor boxes and include a ribbon with another accent color.
Hope this suggestion helps and best of luck with the planning!
There is no remedy for love but to love more.