This may be unusual, but I want to have 'I would do anything for love (but I wont do that)' by Meatloaf as my first dance. It's different, but just as romantic and it says exactly what I would want it to say.
It's all about a man promising his wife/girlfriend/whatever, that he'll take care of her, look after her, basically he'd do absoulutley anything for her. (One of the best lines is: That I would do anything for love, and I'll be there til the final act, I would do anything for love, and I'll take a vow and seal a pact) Towards the end, the girl replies that, like every other man she's been with hell cheat on her and mess her around, (I know the territory, I've been around, It'll all turn to dust and we'll all fall down
And sooner or later, you'll be screwing around.) But he promises he would never do that to her.
I guess for me, it's just the song that seems right. It's beautiful, melodious and stunning vocally, and would be something different to dance to.