In every order I include:
-free samples
-10% off coupon code for their next purchase
-order receipt w/ personalized Thank You note
I am still a small shop so I can afford to go the personalized route.
First off, my shop sells Bath & Beauty products so it's a bit easier for me, BUT I always include free samples with any purchase. Each sample tends to cost me less than $1 to make. I buy sample containers solely for this purpose. For smallish orders, I usually include 2 samples. Once I start getting larger orders (someday it WILL happen!), I will probably include more than 2.
Reasoning: I ordered a sample pack of 3 deodorants and a shampoo bar from another Etsy shop (before I started making my own to see if they actually worked for my body type and for my husband's). When I received my order from this other Etsy shop, the lady had included 3 additional bar soap samples and probably 40 or so sample bath bombs. Of course we used the soap - my husband loved it! But I don't take baths, so I gave the bath bombs to my baby nieces who do! Either way, I felt very loved and appreciated by the other Etsy seller. Now I will ALWAYS include free samples, especially if I have just posted a new item and am trying to get the word out.
It's definitely what works best for your shop and type of items. I don't depend on Etsy sales for income, so making people feel loved is my number one priority, aside from helping them be healthy and natural, of course! But I also don't allow my free samples to put me in the red.
I think it's what makes you happy and makes you feel fulfilled at the end of the day.