Elvis Costello does a heartbreaking rendition of the very thought of you. Its almost entirely a cappella. We ALMOST used that, but it was too long for the short distance to the altar and small size of our wedding party. But I recommend it for a listen.
My other choice was Cachao's version of Rhapsody in Blue (I grew up near an airport, so it was kind of an in joke with my fam) but I forgot so we ended up traditional.
BUT, our big entrance music at the reception was the Pixies "Here Comes Your Man," and that was awesome.