W.T.
I would avoid any toys in the goody bag because 1/2 the kids will break them or be too old/young for them.
I just got back from a party where each child got a really cute decorated sugar cookie to take home. Granted, I avoided them and my 2 1/2 year old didn't notice (phew!). The last thing I wanted was more sugar to meltdown about after a cupcake, but that is something most kids would like.
I will be honest, I don't ever expect a goody bag at a party. I know people like to give them, but I don't like getting them since they are usually cheap toy ('cause what else can you do with so many kids invited) and they end up under a car seat or in the trash quickly.
You could do a craft and let them take that with them. This party also had a table of crowns and puffy letters and decorations. The kids could stop by and make a crown and take it home with them.
I really don't think you need to feel that a goody bag is necessary.