It's a lovely idea, and if you can afford it, go for it! That said,I don't think out of town guests would expect anything like this - usually the favours are on the tables at the wedding meal for the day guests, so have a think if you are going to do one or the other, or both. The wine thing is an awesome idea, but could end up being quite pricey if you are personalising each sticker with their names and also buying good wine!
For our favours, we purchased sunflower seeds from a Mental Healthy charity (Mind). They are already in pretty paper sachets with instructions on.
Hope this helps! X