Yes, we play cermony music in various formats ranging from a solo instrument (saxophone, guitar, or piano) to duos and trios. The most popular format is probably sax-guitar or sax-piano duo.
We often begin playing 20 or 30 minutes before the actual ceremony, to make the guests feel comfortable as they arrive and wait seated. (Not a bad thing to have going on, too, if there are any last minute delays!)
For processional music (while the bridal party walks down the isle), we can play the standard "Here Comes The Bride" (the Bridal Chorus from Wagner's Lohengrin) or any number of other pieces, classical or more contemporary. Some popular classical selections are: Air from Handel's Water Music, Air on a G String (Bach), "Ode to Joy" from Beethoven's Symphony No. 9, Pachelbel's Canon in D, Clarke's Trumpet Voluntary, Schubert's Ave Maria. A more jazz-oriented selection which we really like for the purpose is a Thad Jones composition. (Here are two versions of us performing it: a duo and a quartet.) Other jazz alternatives include In a Sentimental Mood, Skylark, Body & Soul, I've Grown Accustomed to Her Face...
For recessional music (after the ceremony, for the bride & groom to walk away to), we can play the traditional Wedding March by Felix Mendelssohn, or an alternate classical piece such as Beethoven's Ode to Joy -- or, many times it is appropriate to just play an upbeat jazz tune, marking the beginning of the reception phase of the wedding. Some nice choices for that include Our Love Is Here to Stay, If I Were a Bell, Get Happy, Anything Goes.... Occasionally we've ventured into non-jazz territory with tunes such as When I'm Sixty-Four, Happy Together, How Sweet It Is, Signed Sealed Delivered, and Linus and Lucy (the Peanuts theme).