I don't know what the right answer it "etiquette"-wise but I did that for my wedding. I, too, sent out Save the Dates and knew that some people wouldn't come but I sent the invitation anyway, just to let them know that I thought about them and for them to have the invitation as a souvenir. My Mom, however, insisted that it was rude to invite people knowing that they can't come, but I think it's worse to NOT invite them.
The cost for additional invitations are so minimal that I just don't see why not send the invitations to everyone that you want at your wedding.