I love giving away freebies! I generally don't think of it as a promotional thing, just I like to give them, and I know it's nice to get them! I've tried to add my URL on at least one thing that I send out now. Usually I make stickers, artistamp stickers, or ACEOs, but I do whatever I fancy, really. Partly, so it's a surprise and, partly, because I don't like to limit myself to one thing or I'll get too bored.
I also leave a note, sometimes attached to the receipt. I think it's nice to have at least a note. I've received a few things with nothing inside except what I ordered, not even a receipt! And, I don't know, I thought it was a bit of a turn off. (I mean, if their product is good, I might buy again; that's not a determining factor.)
I've also started giving 20% off your next order coupons.