Wedding
Flower petals from the bride's bouquet
Decorations from the cake, and table settings
Written comments from family and friends, this can include their "predictions" of the couples future, or just their thoughts about the wedding
Rice that was used to shower the bride and groom (not everyone does this, I know)
The bride's garder (if not thrown), or other significant pieces of attire, perhaps even his tie and her veil
Photographs taken by the guests: either ask for some copies, or give out disposable cameras for the guests to use during the event and then develop the pictures yourself
Remember: These are only suggestions. It is completely up to you to choose what goes in your capsule. These are only starting points.