Sparklers make a really unique and fun wedding favor but you have to take into account the children at your wedding of course.
Either seat them with some adults who don't mind keeping an eye on them, or give them something in place of the sparklers because a group of kids with access to fireworks and no official adult supervision is a recipe for trouble.
But don't let that put you off. If you combine sparklers with instant cameras you can end up with all kinds of cool photos of your wedding, with sparkler graffiti!
Don't forget to provide lighters for your guests... another item to keep out of the hands of the kids.