One of my favorite parts of planning our wedding was picking all the various paper products - most of which we made ourselves. Our wedding had a garden/leafy theme, and was pretty low key (no wedding party) so having a consistent feel to all the stationery and paper products I thought really helped to establish the feeling for the wedding. We ended up buying the wedding invites and response cards themselves from Wedding Paper Divas - we got the Merry Branch design (in Bark), which fit perfectly with our theme. Pretty much everything else I made myself though - I used a variety of rubber stamps, and papers and cards from paper source, mostly in the colors leaf and sage.
For the save the dates, we printed the text right onto the paper source cards in our laser printer. It was a kind of a pain because if you printed a few in a row, the ink would start to flake; I had originally thought we would have kinkos print them, only to find out they will only print on full sheets of card stock and then cut them down to size. Then I stamped each card with a leaf in green ink and embossed with clear embossing powder. We got a custom-printed return address stamp which got a lot of use. I found that the colorbox ink pads were great for using with embossing powder, and the vivid ink pads were great for anything I didn't want to emboss, as they dry super quickly.
I also made all our thank you notes; some were folded note cards and some were flat cards with a design printed at the top. I got a great set of acrylic thank you stamps online (I found I gravitated to a few of them that I liked the best and seemed appropriately formal). It was fun getting to see all the designs again as we wrote the notes! This is just a sampling of some of the ones I made... I kept meaning to take photos of them but there were a lot that never got photographed.
Disclosure: I received compensation in the form of a promotional credit for adding links to Wedding Paper Divas to this post. All opinions are my own.