I would suggest that whatever favor you choose, keep it something consumable, rather than some sort of knick-knack type thing. Over the years, I have noticed that food type favors (or the scratch ticket type thing previously mentioned) tend to get taken home, but if you give something decorative, people leave them on the table because they don't want something that is going to be hanging around their house. So don't waste any money on something that people aren't even going to take home unless you want to have a bunch of them later.
Candy, a baggie of cookies, a specially decorated cupcake or something of that sort would be a good option.