I think those CDs are okay for the price -- they seem very nice.
I like your idea for the chocolates -- I've also seen nice little boxes for favors on wedding sites...if you do a search for "wedding favor boxes" on google you'll get PLENTY...there's many to choose from, and from what I've seen they're not expensive at all. I'd also look at your local craft store, they normally have wedding stuff -- and in the spring a lot of stuff goes on sale because of wedding season. Ask the staff there because they'll have a pretty good idea.
As far as favors go, though, look at wedding sites and wedding magazines -- even if you don't want to purchase them through there, they have lots of ideas you can copy and customize to meet your needs.