Off the top of my head-- homemade nutella or other nut butter in a cute jar, some caramels (maybe Smitten Kitchen's apple cider caramels), toffee, vanilla (or other) extract, limoncello or homemade Irish cream, some sort of cookie/brownie mix layered in a pretty jar, homemade hot sauce, a trio of fun simple syrups to add to seltzer or cocktails (you could do a mulling spice one for cider/wine, a lemon/ginger one for toddies, a rosemary one for other cocktails)... Good luck! Does the bride have a favorite sweet or food?

Try making Crystal Cut Candy. I've used this as a food gift before. You can find the recipe various places online, like here: http://www.familycookbookproject.com/view_recipesite.asp?rid=2483519&uid=53330&sid=120421. You could color and flavor them to match her wedding colors. I wrap mine in waxed paper and give them in a paper bag that I've folded over, cut slits in and threaded ribbon through to seal. They have been well received.

I handed out little bags of homemade bacon cashew brittle.

Did you want to make something? If you are handy with a piping bag, little sugar cookies decorated like bridge and grooms are nice. I am not handy with a piping bag so I got them made at a bakery - the cost wasn't that high. I gave each two (a little bride and a little groom) wrapped in cellophane.

Are the bridal party all local? If not, think of having to drag some of this wonderful sounding stuff through security if they have to fly into the wedding. I would go with caramels or something of that sort that can go into a suitcase and not have to worry about breaking, crumbling, etc. Fun idea and good luck.

I made raspberry fudge brownies for my best friend's wedding favors. Put them in small resealable cello bags.

Other favors that I like: preserves/jellies in little mason jars.

Choc-dipped fortune cookies. Buy the cookies and dip yourself.

Cake pops

I made the favors for my best friend's shower and I gave out tiny mason jars filled with a homemade mexican hot chocolate mix with a cinnamon stick (and directions) tied to each of them. These other ideas are also great!

I did a spin of what RachelDP did. I gave away a homemade hot chocolate mix in mason jars with bags of homemade marshmallows.

Not to be a naysayer to your thoughtfulness, but just to offer a different point of view: the food served at wedding events can be rough on people who are trying to lose weight for a special outfit, so food gifts like this can just be a more one agonizing temptation. I don't think that should stop you from making something edible, but if all the pre-wedding events are in a short range of time, people might appreciate a treat that's on the lighter side of the spectrum.

Earlier this year when I was in a wedding, in the span of a month I attended the bachelorette party, two showers, a pre-wedding dinner party for the wedding party, a pre-wedding salon day that included a large meal, the rehearsal dinner, and the blessed event itself. It was rough on the waistline.

At my wedding we did Mini salt water taffy (from Laura's Fudge in Wildwood NJ) bought in bulk and filled Spice Jars from Ikea that were 4 for $3. Slapped a cut tag on the top and they came out under $2 a person. For my friends shower that was travel themed i paired a 100 cal bag of pretzels with a mini bottle of vodka - like airplane snacks. Another option might be cakepops http://www.bakerella.com/red-velvet-cake-balls/

My tip would be find a candy or snack that can be bought in bulk and means something to the bride or couple and package it in a cute inexpensive way.

I made Smitten Kitchen's apple cider caramels for a baby shower about 3 weeks ago and they were a smash hit!

My mother in law made pretzel rods dipped in dark chocolate for my shower - and she put sprinkles on the chocolate. She put two or three in cute bags with ribbon as a nice treat for people on the way home in the car/airport. They were delicious!