For a bridal shower I hosted with the other bridesmaids this weekend, I found THIS idea.
-Lace. (The lace used in the picture I found (see above) is much prettier, but I had limited time to find my supplies once I decided on this for the favors)
-Cord, ribbon or string
-small individually wrapped candy (I used a bag of Mini's Mix)
-clear treat bags
-Time. (allow for plenty of it, as to not have your other hosts hidden away, wrapping final favors while guests are arriving)
Roll the wrapped candies up in small pieces of tissue paper, lay lace over top, pinch the ends and tie with cord, ribbon or string.