Brides.com has some excellent ideas for fall "favors." Of course, these are listed as wedding favors, but they can also be used for your Thanksgiving Day dinner as a parting gift to guests.
Their suggestion: Adorn bags of berry-and-almond trail mix with ribbons. Tag and display them in a wooden tray. Tuck Mason jars filled with vanilla-and-peach preserves into baskets for yummy wedding favors.
Other ideas from me: Fill Mason jars with dry ingredients from a spice cake or apple pie. Tie off with a beautiful ribbon and include your grandmother's Apple Pie recipe.
Fill antique spice containers with one of the spices from your stuffing. Include your recipe on a notecard.