I did them for my 3yo DS's party last weekend. A couple of kids didn't come, so he was allowed to have one. This week he was asked what his best birthday present was. After some consideration, he decided that it was the curly straw from his party bag So, my vote goes for curly straws!
Some ideas: sweets like Haribo, a chocolate bar, small notebook, pen, small pack of colouring pencils/ crayons, a little pot of playdough, little thank you note/ card saying thanks for coming to my party.
Small bottles of bubbles, those kit glider planes about 25 p, balloon. We did book from book people but u don't have time, sun Lego, pen, sweets. Clips for hair for girls pound shops do pretty ones , bouncy balls