Before you make the leap
Before you decide that a wedding is a natural place for your character's story to go, you'll want to consider how your character would react to a situation like a marriage. There's a difference between roleplaying a character who has their own story and roleplaying a character who is now married -- particularly in the case of marrying another player's character. Like any relationship, this means that your character's story is now going to be tied to another.
This does offer an opportunity for the family style of roleplay that a lot of people seem to enjoy, but there are also drawbacks to the situation that you need to think about. Your roleplaying time will now need to be spent in some small part with the player who you've chosen to set your character up with. And with any situation where your character is involved with another, if you or that other player suddenly chooses to take a break, there's also a break with the roleplay.
It's not a big deal if it's just a friend of your character, but if it's a significant other, it means you have to sort out what happened and how your character is going to react to it. There's nothing wrong with roleplaying a romance, nor is there anything wrong with roleplaying a married couple -- but you have to keep in mind that you, the player, are now going to have to work with this other player in much closer context, for better or for worse.
If this sounds like something you're up to handling sounds like very little challenge at all, then go for it! Sit down with your roleplay partner and discuss how far you want that relationship to proceed. Will your characters have any children in the future? Will they be stuck together like glue or act as a couple that have two very different lifestyles? How will being married change your characters' attitudes? Will it mark a change in their temperaments, or will they continue on as usual?
By mapping this out, you'll make sure you and your roleplay partner are on roughly the same page. And that is an excellent way to avoid any unwanted or unnecessary drama.
Planning the wedding
Roleplay weddings can be a really fun group activity -- or they can be a horrible snore-fest that nobody wants to attend. Obviously you'd rather have the former than the latter, so here are some things you'll want to keep in mind when you're planning it all out.
Consider your guest list. How many people are you going to invite to this thing? More importantly, what level are they going to be? When planning a wedding location, you want to pick a place that everyone can get to. A level 2 player is not going to be able to attend a wedding inside a level-restricted area like a raid zone. Keep the people you're inviting in mind when you're picking a place and when you're planning any activities.
Pick a perfect locale. Get together with your roleplay partner and pick a spot for the wedding. Make sure it has enough room for all players involved and that the place is mob-free -- the last thing you need is a restless NPC attacking the bride and groom, after all. Also think about how public you would like the location to be. Do you want it in the middle of a bustling city, where others can peek in on the proceedings, or would you rather someplace private and remote?
Pick an officiant. You'll want someone to actually handle the wedding ceremony itself. Find a friend who wouldn't mind officiating, someone who doesn't mind the task. To make the task easier on them, you can even write out the ceremony yourself and give them a script to follow. That way, they only have to go as far as copying and pasting what you've given them into the appropriate chat channel.
Pick a photographer. If you really want screenshots to commemorate your wedding, the best way to get them is by assigning another player the task. That way, they can wander around during the ceremony and get several shots from several different angles.
Pick a good day and time. Make sure you pick a good day and time that works for you, your roleplay partner, your officiant and your photographer. You don't necessarily need to plan a day and time that works for your guests -- but keep in mind that work schedules and other real-life activities may keep people from attending. A midday wedding in the middle of the week is not apt to be packed full of people.
Take a look at the gallery below for a small selection of prospective wedding locations in Azeroth. Keep in mind this is just a sampling -- there are plenty of others hidden away all over the world!