If you are having a destination wedding, or having a large number of friends and family coming in from out of town, you may want to have a small welcome bag for them at the hotel when they arrive.
They are very easy to make if you have the time. A personalized note (they are making the hike into town for your wedding, make the time to write them a personal note!), aspirin, gum, mints, bottled water, a map of the city, and a piece of fruits are good basics to throw in there.
If you don't have the time and are looking to buy something pre-packaged, then these are some good baskets:
A New York themed basket from Chelsea Market Baskets are adorable and only $25!
This made me want to have a wedding in Colorado. My Favorite City has for most major cities and can be shipped to your hotel block locations!
A simple, but useful welcome basket. Fill-r-up on the Upper East Side does these wonderful baskets. They delivery AND allow you to include an itinerary of events for your guests. A wonderful basket that is only $22.53!
If you are having a Destination Wedding on a beach, then I LOVE these bags. You can find them at Bring it in a Bag and they can even personalized for your wedding.