If you don't have a professional wedding planner, it may be up to you to create a wedding day timeline. One thing that is often overlooked is when the band will eat.
Read your band's contract thoroughly. There is a usually a page (or two or three) called a Rider. This is very important information, and you'll want to share a copy with your venue coordinator. It usually details things like stage and power requirements, as well as meal requirements.
I have found that it is best for the band to eat before their first set. They will still need to take breaks, but the standard 15-minute break should be sufficient. Again, read the rider for their specific needs.
If you have any concerns about the timing, share your timeline with the band leader for his or her input. They do this every weekend, and know what works best for them!