To add to what Ross has said, often members like feeling "in the loop",
perhaps with advance showings of new or redone exhibits, behind the scenes
tours, or a chance to visit off-hours when the general public is not
invited.  I can't tell you the number of museum coffee mugs and key-chains
my mother just sold for a pittance at her last yard sale.  They were all
lovely things, once we cleaned off the inches of dust that had been
accumulating. . . I think special priveledges really make members feel a
lot more appreciated than ceramic tokens.

>I think free gifts to members tend to go against the purpose of asking them
>for their financial support.
>
>Plimoth Plantation in Massachusetts has a highly successful lobster bake
>each summer for its members.  They pay full cost to attend.  A nicely
>catered annual harvest picnic works in some other areas.  Urban museums have
>high-style receptions and galas.  I sense that your members may prefer
>something more informal, as in the fall (or spring) picnic -- with
>entertainment, such as storytelling, music, whatever fits the locale.

Katherine Steiner Stocker
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"If the world were a logical place, men would ride side-saddle."  --Rita
Mae Brown