Gift bags, or OOT bags as a lot of people call them, are common for DW's. But it's entirely up to you whether you give them or not! A lot of people opt to do favors at the reception instead. We are doing OOT bags, these are what are in them:
The bag itself, a canvas tote (www.cheaptotes.com)
Sunscreen (SPF 30)
Bath & Body Works Hand Sanitizers
Plastic 16 oz beer mugs with our monogram (teal) from ebay seller, bluebirdjeanmoore. Vinyl stickers to put on them with our monogram from etsy seller, inkedpapers.
First Aid Kits
Postcards (one for postcard guest book. one for themselves or a friend)
We still might put in:
Tide (sink washing packets)
Gatorade individual drink mix
Hope this helps!