definitely something consumable! the best wedding gifts we got were candles, wine/champagne/chocolate. we took them with us on our honeymoon and used them all. it was great to go back to our b&b after the beach and fancy dinners and submerse ourselves in decadence!

i would make a pretty basket/bag with:
a nice big beeswax candle - scented candles, imo, are too risky
really good organic, fair-trade chocolate - several bars, different kinds
2-3 bottles of wine/champagne - all different
bottle opener & cork saver & glasses
and if you feel comfortable enough, stash some kama sutra oils/gift set under the consumables - it's a *really* nice surprise!

eta: don't forget to throw in a lighter or matches too!