When you are making your own wedding menus think about your tables, how many menus will you need? I would have 2 per table of 10, not everyone is going to look at them and then you will not detract from the centerpiece or other decorations.
A folded A4 card works well, you can use artwork from your invitations, or plain color card with menu, the date and your names printed, or you could have a picture that adds to your theme. To add an extra color you can tie the menu with a color ribbon. Recently I have noticed more and more people are having black and white photographs printed on the covers, which is a fun addition to the table decor.
If your wedding menu is for the buffet table, it would be worth having A4 or even A3 sized card with the details of the dishes. Have copies at the beginning and also spaced through the buffet tables. You may want to have a starters menu and then a mains menu at the appropriate points otherwise you could end up delaying your guests as they read what is on offer.