• to pipe the bridal car into the venue  
  
• to lead the bridal party into the venue and/or down the aisle at the beginning of the ceremony
• during the signing of the register and marriage certificate
  
• to pipe the bridal party out at the completion of the ceremony

Important things to remember

• Bagpipe music is definitely not background music. If you want the piper to play as a prelude make sure that he/she is positioned some considerable distance away from where the guests are gathering. The same applies for the signing - the tunes played should be quieter and slower, and the piper should be some distance away, and definitely outside if the ceremony is taking place indoors.
  
• It is physically difficult to play the bagpipes for any protracted period of time. If you want protracted background music playing consider a fiddler or other music source for that purpose.