Martha, Martha, Martha! She has to many good Halloween favors to be ignored.
Martha Stewart Treat Bag Design
I tried (and failed) to make these for my wedding. I had a little trouble with the crepe paper.
Poison Apple Soap from Esty
This might be better for a bridal shower, but might work for your wedding favor
(this one has a printable template!)
I love the idea of potion bottles or apothecary jars for treats. This would be so cute for a favor!
Caramels from the The Caramel Jar's Etsy Shop
Some cupcake mix to take home.
Or some yummy Pumpkin Butter.
Better Homes & Gardens has a few sweet ideas as well.
Amy's Candy Kitchen Candy Apples
Love chocolate covered pretzels, and how cute are these!
How about Halloween pops!
Vintage Halloween treat bags from Bluebird Lane's Etsy shop.
Valeriote Design - This chick has some amazing Halloween decorations on her site or her Etsy page.
Death do Us part Wood-burned Coffin
If you'd like to stay away from candies and sweets for your favors, you can give out tarot cards, have a caricaturist, or give out Halloween themed games like a Nightmare Before Christmas themed Uno.