Congrats on the upcoming wedding. It is pretty common to exchange presents on the wedding day.
Since people kept telling us to make sure that we continued to date after the wedding, I gave my hubby (married 6 weeks ago) a box full of date ideas. I was trying to make enough to last a year, but once I got going, I couldn't stop. I ended up with 3 years worth of once-a-week date ideas. 1/3 are less than $10, 1/3 are less than $25 and the rest are more.
I cut computer paper into eights and folded them in half. On the outside I drew pictograms of what type of date it contained, for example, a tent if it were camping, a sun for nice weather, leaves for a fall date, "Yummm" for food, stars for night time and dollar signs for approximate costs. This way we could pick the cards with appropriate dates. I got a heart shaped box from a craft store and "decopauged" it and put the cards inside of the box.
Some of the date ideas were from ideas to do around my city (Chicago), but most could be done anywhere. I found all the nice walking trails, bike paths, etc in the area. I tried to make many of them low-impact athletic such as cannoeing, hiking, rollarblading, etc. There were a few dinners, strawberries under the starlight, wine and cheese at a park, pizza by candellight, trips to local theme parks and skiing places. Some were nostalgic such as sledding or going to the arcade. I think that we are going to do fun events that we might not have ever thought of and will have a fun activity every week. The first 6 have been heaps of fun

. We've played pool, gone bowling, ate take-out chinese in the tub, made ice cream sundaes, read comic books together at the bookstore over coffee, and played raquetball. Pretty basic stuff, but we probably wouldn't have done all of them and definetly not within the past 6 weeks.
I also bought him a digital camera and materials for a scrapbook I am going to make to commerate our first year, but you wouldn't have to do that bit.