Depending on your courtship length, At Last is cute.
You should pick songs that fit your personalities. I also recommend using a different song for the bridal party and the bride & groom entrances.
If you're fun loving and energetic, use a fast tempo pop song like Black Eyed Peas "Let's Get it Started" or Beyonce's "Crazy in Love". If you're a traditional couple you could use a nice instrumental. If you're using many family members in the bridal party you can also use something like "We Are Family".
Oldies from the fifties and sixties are always a hit. I also recommend starting the dancing with that era if your guests are from that generation.
With most weddings, I ask the client that sort of question at the first or second contact. Many don't give it a second thought, while others want something very specific for the entry of the wedding party. And, in any event, it's something that has to be planned for in advance, since most arrivals don't manage to stay strictly on schedule.
With previous weddings, we have used everything from a favorite pop song like I WIll Always Love You through to a simple instrumental tune like Moon Glow. When possible, I always discourage that the tune be a vocal, as the presence of a performing vocalist always detracts from the pivotal event, the entry of the party.
It's really a question with no certain answer, since every client's tastes are likely to differ. As long as showy vocals are avoided, almost any tune will work.
There's one other alternative available, that being a series of fanfares. These are short pieces arranged with the intention of providing a short "punch" that precedes the announcement of the entry. (A good example of one of these is the trumpet and drum flourish that is always heard prior to the playing of "Hail To The Chief".) A well prepared group should be able to come up with as many of these (each one different) as there are elements of the bridal party.
Regardless of what's done, the intention of the client should be determined before hand, not worked out at the last second during the reception.
Leader, Sounds Of The South Dance Orchestra