One very popular thing a lot of couples do is have welcome bags for their out of town wedding guests.
Usually the bags can include food and/or beverage items, itinerary for the weekend, souvenirs, area maps, etc. You can pretty much put anything you want in them. The bags can be left at the front desk of the hotel where your guests are staying and the clerks will distribute them to guests upon arrival. I think this a great idea to do for you out of town guest, but of course it will add an additional cost to your budget.
We decided at the last minute to do them. We did about 50 bags and put snacks (chips, candy, nuts, etc) and a personalized bottle of water in each bag. I used basic small black paper bags with the handles and added a note on outside of each bag thanking everyone for coming. Check out pic below:
I really love gable boxes and if you don't mind spending a little more for them vs using regular gift bags, I'd highly suggest using these. They usually run around $1 a box depending on what site you order them from (the more you buy, the cheaper they are). Just be sure to order the correct size for the amount of stuff you plan on putting in each box. If you are unsure of what gable boxes are, here is a pic of one: