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1. Provide VIP transportation. You can do this by making sure a limo driver picks them up at baggage claim. Have the driver give the guest a hand written note from the bride and groom. In addition, make sure that the guests' favorite snacks are waiting for them inside of the limo. Now, for a budgeted destination you can do this by renting a van and designating one of the groomsmen/cousins/brothers as the driver. Give them a hat, a fancy suit...and you can still provide the note and snacks :)
2. Give them VIP Totes. Upon checking into the hotel/villa/bungalow they will receive an adorable tote fit with hotel snacks, an itinerary for the week, directions, and perhaps a personalized gift. I'd personally suggest a tote that lists the location so that they can take it back home as a fashionable and memorable favor.
3. Arrange an Arrival Cocktail party. Get the party started and invite them to a welcome cocktail hour with simple hors d'oeuvres and perhaps a signature drink! If you're on a budget, invite them to the pool, or even somebody's suite for a dessert that fits the location.
4. Prepare a toast at the Reception. Make sure to identify the traveling guests and the fact that they spent a lot of time and money in order to be able to celebrate your love.
5. Have fun at a day after brunch. Bring games or arrange for entertainment so that you can spend your last moments of your wedding laughing and making memories!