Eh. I'll put in a counter-argument to Pyg. (This is the AT forum after all. Got to argue about something.

)
DH and I didn't do a first dance (or any dance, for that matter), for a lot of reasons. They were good reasons at the time. But...I will never have that with him. Ever. And it makes me very sad to think that. I never had a father-daughter dance with my dad at my wedding...and never will...ever. It makes me very sad. Yes, a lot of it is for show. But I also would have liked (looking back on things), those few moments just to ourselves. Because, really, even though everyone is watching...you're still apart and to yourselves out there.
I got to have something like the father-daughter dance I never had...but at my brother's wedding. I almost lost it and broke down crying. I hadn't realize just how incredibly special it would be. Ditto when I dance with DH now at weddings...I didn't realize then what I was giving up.
Yes, a lot of it is for show, and for typical, outdated, b.s. tradition reasons...but it is special. Or can be.
Just my $0.02. Shrug.