Well I gotta admit I am a total guitar harmonica freak. What I absolutely love to do is to play the guitar and the harmonica together, with the harmonica being held in a harmonica rack.
You just get this massive sound that is really inspiring and your harmonica playing is also inspired because you have a great background to your playing in the form of what you are doing on the guitar.
If you already play the guitar, you really ought to consider trying it.
And if you play the harmonica, then seriously consider learning to play the guitar – just simple chord progressions along with your harmonica playing sound remarkably good.