We had about four hours of "our" music at our reception. Stuff we played included Dream Theater (To Live Forever), Savatage (Believe), TSO, Opeth, Joe Satriani, Steve Vai, Eric Johnson, Symphony X, Shadow Gallery, Pain Of Salvation, Devin Townsend, Rush, Crack The Sky, and Queensryche, among others. There was some '80's music (we both love that), and we tried to structure the playlist to feature bands we had seen live together, and to sort of tell a little story about our relationship. For example, our first date was to see the Rock Never Stops tour (LA Guns, Firehouse, Warrant, Ratt, Dokken), so we included a song from each. We originally met because she mentioned Savatage in her Match.com ad, so we included our favorite Savatage song, and so on.
Music is far too important to both of us to have not included it in our wedding. No one complained about any of it, and I think that everyone that attended knows us and the music we like, so they were prepared!