I always disliked the standard goody bag stuffs. I always hit the clearance racks or used the great 40% off coupons form the local JoAnn Fabrics and would enlist my creative Momma's help for making things related to the party theme when my dd was young.
For a ballerina party I would try to get some tulle fabric cheap as I could...and some wide elastic remnants...sequined or plain..whatever was cheap (but see for me this would have been happening for 6 months before..CHEAP would be my objective along with cute!) Together we would have made super simple elastic waisted ballerina skirts...so more of a prop then a goody bag thing?
Mine had a horse party/cowgirl shindig for her 4th party. Mom and I made super simple (3 pices of fake leather stuff...no trimming needed..jsut cut and sew the shoulders and sides) Cowboy/girl vests...bought bandanas and hats at the party store along with sheriff badges. The hats doulbed as a place to hold treats from a small pinata we did later...everyone left happy! I saw some of the kids on a very regular basis (lived on our street)...and they wore those hats and vests alot that summer for playing dress up and games! I loved seeing them get so much use out of it all! It was a Cowgirl summer on our block!
Good luck!