You will need:
Thin ribbon in the colors of the wedding
Doilies - about 10' round
Glue or tape
Take the round doilie and fold/roll it in half to make a cone shape.
Glue or tape it closed, fill it with one of the suggestions below, and tie a piece of the colored ribbon around it.
Filler suggestions:
Candy coated almonds
M&M's (in the wedding colors if you can)
Starburst candies (in the wedding colors if you can)
Hershey's Kisses
Jelly Bellies (in the wedding colors if you can)
For any loose candies, you could wrap them in saran wrap and then put them in the doilie.