with my first it took several things till i finally felt that his/her life was honoured appropriatly I felt like if the baby was further along we probably would have spent a few thousand dollars on a service and burial for the child, I had to do something, that cost at least something because the life of my child is priceless. I ordered a stirling silver heart pendent from  http://october15th.com/   they have a lot of memorial things you can order. the pendant i orderd has baby foot prints on one side of the heart then i had them inscribe loved forever Hayden Arron and the conception date. I made a bracelet using the pendant, the fresh water pearls, (you can get strings of real freshwater pearls at wall mart in the bead section, and blue and pink beads I used blue saphire and pink jade (You can buy jenuine stone beads real cheap on ebay I got my beads under $4 for a 15 in string of them) . Also I made a blue and pink sign that said "always in loving memory our Baby Hayden Arron 6 weeks" I got it laminated and put one on each of our cars, also from  http://october15th.com/ I ordered the car magnant ribbon for remembering pg and infant loss and put one of those on each car. I want to  have a memorial service for both  Hayden and the baby that is still inside of me yet dead now. the song on the video on    http://october15th.com/  I ordered that and listen to it almost every day i want to use that if we have a memorial my DH has not decided if his children are worth having a memorial for or not. ERRRRRRRRRRRRR!!!!!!!!!!!!!!! Also Name your baby!!! their are lots of lists for unisex names and meanings, that is one of the best things I did and I also wrote a poem for my first baby I want to write one for my second but my DH has not made finding a name for his child a priority yet so when ever that becomes important to him I can order a new pendant for my second baby and write him/her a poem. 
hope that helps,
Lisa
(i will get a ticker to honour my second child as soon as DH gets around to naming his baby)

You can do the balloon release, you can plant a tree or some other favorite plant. 
You can light a candle during the day or evening.

You could buy a baby item and donate it to a shelter or crisis pregnancy center.

You could make a few care packages to give to the hospital you delivered at for them to give other bereaved parents that come in....include a baby-ish photo album, disposable camera, inspirational bookmark, journal, pen, small stuffed animal, etc...whatever you want.   
You can put a label on the bag or the items that says "In loving memory of our baby, Sydney."

Do you have any u/s photos?  I made a shadowbox frame for our baby who passed.  I started it before he died, but ended up not finishing until he had already gone.  It is several of his pics on gray cardstock, with his monogram, and the phrase "Love at first sight" at the top.  :D  It would be a nice item to have hanging in your house to always remember Sydney.

I replied yesturday, but I could post.  Anyhow we bought bears for both babies from the first hosptial that helped the miscarriages along.  My husband bought me for Christmas (I have to wait), a necklace with all our kids names and birth stones on it, both on earth and in heaven.  I have a memory box with u/s pictures and in one of them I have a mini blanket someone made me.

I wanted to let you know that I've heard that some people have a BBQ or family gathering of some kind to celebrate the time you had with your angel.  I don't think that sounds like something I would do but maybe it would hlep you.  On my Angelversaries and EDD's I've found myself going to an angel memorial in my area.  It is in Parker, CO and it is beautiful.  They did it kinda like the viatnam memorial only with an Angel statue near the wall.  I find it peaceful to remember my angels and remember I'm not alone with my loss.  If you live in CO or want to see pictures you can Google Rowan Tree Foundation. 
 
I've told my DH that I want to buy a granate slab or a giant rock and get it engraved for our angels.