I like knowing what I'm eating and drinking beforehand so we're having a menu that also doubles up as seating chart (since we don't have place cards). Got a cardstock that matched our invites and made a tri-fold out of it. One side was the menu, 2nd side was the wine list and 3rd side is the table name (Mr snoopkat doesn't like the idea of table numbers) and guest names.
I have a wedding day program but that's more for my own reference. Not gonna bother doing one for the guests, they've all attended weddings before and know what happens when. Plus we have an emcee so the program is a bit of an overkill.