Erm - you guys might find this wierd, but "Closer" was our choice for first dance at my wedding which was oh...4 years ago. It just happened to be the song my wife and I first danced (loosely speaking) to.
To save alienating grannies etc I produced a wonderfully hacked up version with all swearing replaced with references to fluffy things. I'll have to look out the mp3 and post it, cos it made us laugh.
In the end, due to pressure from my mother-in-law, the actual first dance was a St. Bernard Waltz, which was probably a little more graceful, but soon afterwards we had much metal.
Ahhhh the memories.
p.s. Offtopic even for this, but for anyone thinking of a fun wedding style, try an Orcadian wedding. (Orkney - small group of islands off the north coast of Scotland) The main focus (like all weddings) is getting drunk and dancing - this is facilitated by a large quantity of Cog. This is like mulled wine, but with the wine replaced by spirits, and the bride and groom carry a small two- or three-handled bucket of it around to share with all the guests. Wheeeeee!!
When all are good and drunk, Ceileidh dancing ensues - with local variants of all the dances. For example, the Orcadian 'Strip The Willow' is much faster, more tiring and less complicated than the normal version so it is easy for the booze-addled uncles to cope with.
I'll stop now, 'cos I'm wasting time at work