Nothing beats live music at an event like a wedding. A good live band is visually and sonically more impacting than a DJ, but do make sure you either see or hear a band first. You can do this by either looking at a bands on line video clips or going to see them live. That way you can be sure that you have booked the right/suitable act for your most important day. Ask the band if they will be providing background music during the breaks, any whether they will learn to play any particular first dance request that you may have. Most bands of a professional standard will do this for you.
So you've found a band you'd like to have play at your wedding. How much do you expect to pay? Band members will be working usually on a week-end night for long hours, particularly if you request they arrive and set up early to be out of the way before your guests arrive. Larger bands will therefore go out for much higher rates that say a three piece outfit due to their overheads, but will ivariably offer more bang for your buck. Remember you do get what you pay for in life, and the evenings entertainment is an important part of the day.
Make sure your venue is one that is used to having bands, and ask if it has a suitable sized stage area for a band to set up. If you're thinking of hiring a marquee, tell the marquee company that you're having a band so that they can build a stage and dance floor section, and they'll ensure that things like power for amplifiers etc is supplied.
Timings; Things like speeches can often over run on the day, which can reduce the bands playing time. It's always best to speak to your best man or wedding planner to keep things on track and prevent any awkward end of evening problems due to this.
Lastly , relax and enjoy your day! If you've done your research and hired the right band, then rest assured that eveything will be fine and the night will go with a fizz!