Depending on what the theme of your weding is, I can recommend a couple of websites for favour boxes.
the theem of my wedding was Love Heart sweets, which we had on our cake, and I made my own favours with Love Hearts sweets in them (I had to buy about 10 tubes and pick out the decent ones which took a while!)
I got my boxes from:
www.chocolatebuttons.com
where they have a massive range of favour boxes and they are really good value. You can but accessories on there such as ribbons and netting and all sorts. I can also recommend
www.lovehearts.com
they have some gorgeous favour boxes on there if you were thinking of having this as your theme.
We had Love Heart invitations made, and the week after we sent them there was a headline on thef ront of the local paper about how a bride to be had sent Love Heart wedding invitations out (with the real sweets on the front like mine), and it had caused the post office to be evacuated because white powder has seeped out of an evelope and they thought it was anthrax!!!! Luckily that wasn't me (phew!) so do be careful when sending things like this through the post... I would suggest using plenty of bubble wrap!