The use of promotional materials can be one of the greatest debates that you will have. The obvious minus is the cost, however inexpensive; even at twenty cents or less, including a promotional prize as part of the package sent to anyone that buys your book can seem to be expensive to most people. However, it does have the advantage of setting you apart, and can help build your fanbase. If you happen to be at a convention, then using cheap promotions items is a great way to spread your URL. For the cost of a few dollars, you can give a number of people a cute, possibly useful item that can lead them all to you.
There are a number of sites where you can find cheap promotional items, such as 4imprimt.com. You want to find something that works for your comic, and isn’t to expensive; in general, you are probably looking at items that cost 10-25 cents apiece, which puts you in the pens, pencils, and toys group. If you can find something that allows a line or two of print, then you have found a great way to get your URL out there. You want to debate any of the more expensive items, such as USB drives and key chains, but you may still want to pick some up so that you can use them as prizes.
There are a number of ways to get some business out of this. If you shave had books printed up, you can always ship them with the promotional items. If you are at a convention, you can fill a jar with them and just let people grab them. Some items you can offer as prizes, in which case you gather interest through the contest. You can even set them up in a local comic book store as freebies; the store should be more than willing to help you out.
Just remember to have your comic’s name and its URL; without that information on it, the item is useless. Sometimes you can throw on a logo; if that’s the case, then you need to have a black and white logo ready to go. These little items can be very effective at what they do; give them the best shot by making sure that they can be used to find you, and you have a great way to promote your comic.