There are a large number of items that you can have personalised - pens, pencils, key chains, mouse pads, mugs, etc. - with the intention of giving them away and providing a permanent reminder of your contact details. These have their place in trade shows but probably not at an art or retail show. However most of these items are of poor quality and do not last long, reflecting poorly on your business. Also remember that by doing give-aways you are reducing your profits. Even if you give the item with a purchase.
A business card, or an elegant postcard is a far more sophisticated solution. Money is better spent on a high-class business card. Make it one that they want to keep. If it has a picture of one of your products on it they will keep it before a plain one. You can have magnetic cards printed for you or you can buy the magnets and stick your paper card to it.
Postcards showing an item of your work with details on the back are also important promotional items. Creating a series can make an interesting collection for people who come back to you.
The advice of an ex-insurance agent who believes in promotional items is that you should not waste your money on pens. Create a unique card.