Today, I fielded a letter from our AskMartha mailbox.
"Is it customary to have favors at the rehearsal dinner?"
The short answer: It's up to you.
Favors are generally only appropriate at a dinner that is linked to a gift-giving occasion. So: birthdays and showers; and nowadays, weddings. (And in some families or social circles engagement parties, since those have evolved into gift-giving occasions for some people.) But a rehearsal dinner is not a gift-giving occasion; it's simply a dinner party, so by no means is it necessary to hand out favors at a rehearsal dinner. (After all, you are buying your guests dinner.)
However, if you're feeling especially enthusiastic about the opportunity to be a gracious host, then go ahead and give your guests a small token.
Of course, this may depend on whether you've invited just your bridal party (in which case, most everyone would likely be receiving their bridesmaid or groomsmen gifts now), or all the out of towners. But either way, the choice is yours.
What are your plans for your rehearsal dinner?