You will have to choose a paper to print your Wedding Menu on.  The thickness is a very important element, because it makes the paper more prestigious. The second, but not less important factor is the finishing. You may like gloss or matte, hammered ivory or white. It does not matter, follow your taste!
Just consider it is a Wedding, so your Menus on the tables must be fine and appropriate.
Finally select an elegant, but easily readable font.  You do not want to see your guests having troubles to figure out what your Wedding Menu says. I suggest to print one each person, at least three or five per table.