The old goody bag debate. I can see both sides. I know you've already made your decision, but wanted to add my two cents anyway:) I like it when the goody bags are practical and purposeful and hate it when they are filled with junk, or even worse, junk that makes noise!
Someone below suggested socks - practical and purposeful. At my son's last birthday party, we did a bit of a Cat in the Hat theme and I gave a book to each child. I think the main reason I like themes is so I can provide a purposeful (not always practical - ex. pirate theme goodies) goody bag. Pirate theme was costume stuff (sword, eye patch, bandana) in a pirate bag - a real bag that can be used to hold said junk easily.
So, again, I like the sock idea for your kid party. And, yes, here in SoCal, I've yet to go to a party where there weren't goody bags of some sort. And, yes, my son LOVES them as well.