Venues are more accustomed to working with DJs. With a band, there might be a few more logistics to think about, but if well planned, it can work. (If having a band is part of your vision, make sure your venue accommodates bands.) I have done several gigs where the music for the evening was split up between myself DJing and the band throughout the evening from cocktail hour to dinner to the reception. It all depends on the type of wedding you’re having and you and your partner’s preference.