We've served breakfast for volunteers a couple times a year at church on Sunday morning.  A really fun one has been a waffle bar!  Huge hit!  We had the breakfast set up to span a large period of time on Sunday morning so people could arrive early for SS and eat or eat later.  It was really well received.  

Another idea we've done for volunteers is to do a parent's night out for children's ministry volunteers.  We feed and play games with their kids for a 4-5 hour chunk of time giving parents a free night out.  This is a great one youth like to help with.

We also make some sort of art display incorporating the names of people who have helped throughout the year.  One year this was hanging paper pendants each with a name of person on it. We have over 100 volunteers a year with our children's ministry program so whatever we do is quite an effective display.  I keep a database of all the volunteers throughout the year so I'm sure to not miss anyone.  One year we made a giant coffee cup design on a bulletin board (like a "Starbucks" paper cup, and covered it with hearts.  Each heart had a person's name, and then we gave everyone a coupon for a free latte at our coffee spot.  

I've also baked cinnamon rolls for volunteers and had those in their classroom in the morning when they arrive with a note of thanks.  

We've done a couple of different breakfasts and those really are a huge hit, and pretty easy to put together.  They also make for a "Hey, What's going on here?  How do I get involved conversation piece."  So glad you asked!!  Love it!