Welcome Note and Itinerary
First things first, you want to thank your guests for traveling near and far to celebrate your marriage. Upon arriving to the hotel, they are going to be anxious to see you and join in on the festivities. Create a weekend itinerary with where to be and when.
Contact your local Conventions & Visitors Bureau to see what kind of travel tools they can provide for the bags, like a local map or pocket guide. You'll want your guests to know how to get around town. Of course, many will have a smartphone, but a good old fashioned map is great to include.
Water and Snacks
Who wants to pay $8 for a tiny bag of gourmet nuts from the mini bar? Probably not your guests! Fill the welcome bag with a couple different snack options like crackers, cookies, granola bars, etc. And don't forget the water. You should include one bottle of water per guest staying in the room.
In addition to snacks, help your guests satisfy their sweet tooth. If you are planning a summer wedding, I'd stay away from chocolate because it could easily melt and leave a big mess. I love the idea of adding jelly beans in the wedding colors.
A Special Touch
While not essential, I think it is so nice to add a special touch to the welcome bags. You don't need to go overboard. One idea is a postcard the represents where you are getting married. Another idea is a tasty treat from your hometown like local jam. Whatever it is that you decide on, keep it small so guests can pack it in their suitcase.