After the cocktail hour music has completed, the band should quickly set up in the reception hall. Usually they will stop playing about 15 minutes before the start time of the reception in order to have time to set up. The band leader or representative of the venue should insure that there is background music continuing during this period in the cocktail area. Sometimes it is feasible for the band to set up in the reception area earlier. This is ideal but not always possible. You want to avoid the situation of your guests arriving for the reception to find the band setting up.
Once set up, the band should start playing great ambient music to welcome your guests into their seats. The music that is performed shouldn't be dance music, but it doesn't have to be sedate and boring. We've performed at weddings that had an R&B theme and that style of music fit excellently and in fact added to the festiveness of the occasion. Anything can work as long as it's not too sleepy.
Once the guests are settled in, you'll need someone to act as MC and introduce the bridal party. As a piano player and as the band leader of a wedding band around Los Angeles and Orange County, I've performed this task at many of the weddings where we've performed. Be sure to provide whoever is performing this function with a list of the participants. This should be done before the date of course. The MC should announce into a mic something like "Ladies and gentlemen we're going to start our introductions of the wedding party." Once he has every one's attention, he announces the participants to background music. Usually a male and female of the bridal party come in as couples, followed by the Maid of Honor, Best Man, and parents of the new couple.
Finally it's your turn! Many brides request a specific song for their entrance. I've played "Feel Like Making Love', "At Last" and several other songs for this honor. Select something that you like and that will be memorable. If you're stuck for an idea, check with the band leader. Typically he or she has performed at many weddings and can offer some suggestions.
You might even want a specific recorded song for this point. Some fun examples of this are "Another One Bites The Dust" and "Signed Sealed and Delivered". If you want to use this option, arrange for the band leader or DJ to cue up that song for your entrance.
The MC should pause after the wedding party has come in to add a bit of drama prior to announcing your entrance. If there is a drummer in the band, a drum roll would be in order. At this point, the MC will say something like "Ladies and gentlemen, please rise to your feet and welcome in for the first time Joe and Sally Adams! The crowd roars and you come in, completely thrilled!