I agree to get a good DJ that has a lot of experience and good references. Also, try to go to a function to see the DJ. We had a live band at our wedding and my wife and I crashed a reception so we could see them. We were glad we did because it was nice to know what to expect (and the hors d'oeuvre were beyond reproach).
Maybe you could get some ideas for your first dance from this. Cheferson should really like it.
http://www.glumbert.com/media/weddingfirstdance