I'm doing my sisters Wedding Invites. I bought these:http://h
I then buy some very thin fancy paper from Ebay as Inserts which I print myself.
I then decorate the front either with something printed from the printer or by buying some craft things. Ribbon is nice, fancy string is nice too (tying the knot) etc.
I've done a few (including my own) so can help if you have any particular questions. Another good thing to buy are glue dots instead of messing with pritt stick etc.