We didn't have a song either; the first song we ever danced to together was Wonderful tonight. I let DH pick our 1st song for the wedding - Let's Stay Together, Al Green...and time of your life by green day for our last song.
My dad always sang (and still does, and now sings it to my DS) When you wish upon a Star to me so that was our daddy-daughter dance, and then we did Baby Mine for my DH and his mom, and I joined in with my dad, and we had all the parent-kid combos join in too; DH and I are both our parents' youngest...we did you've got a friend in me for the wedding party song...I had also given our DJ a bunch of disney music, so most of the "slow" songs were Disney songs.