I don't include a paper copy of the invoice, it seems sort of redundant since I know they get several email copies.
What I do include is a business card, and a small post card sized thank you card with a small note giving them a coupon code for future purchases, and then I add a short handwritten note on the back.
This way I know they know who the package is from, as well as getting a reminder of my web address and incentive to shop again.