I always enjoy weaving strings of bookmarks before the holiday shows. A fine cotton crochet thread is used, such as Coats and Clarks Knit Cro Sheen or Aunt Lydias Crochet Cotton. Some of these are available with a little mylar or lurex for sparkle.The sparkly ones make a perfect addition to bookmarks woven for holiday gift giving.
On my Schacht looms I can weave 12 at a time. This photo shows the Ashford Inklette, which can hold up to 7 bookmarks.
...and cut the unwoven portion of the warp midway between the bookmarks, leaving a 1" fringe on each end.