Congratulations on your upcoming wedding!
We did not get married at sea, but we did renew our 25th wedding anniversary vows on the Sea Princess last November 2000. It was absolutely wonderful. The only thing that might have made it better was if it had been in that magnificent Wedding Chapel on the Grand (but we had sailed on the Grand the year prior so we chose the Sea Princess).
We had family and friends (19 of us) with us which made it even more special. The ceremony was private and held in the Captain's office/quarters area. They had seating to accomodate all our guests, plus there were a couple of officers and the photographer, etc. in attendance as well. My bouquet was beautiful (and stayed fresh looking for days) and the photographer did a great job. The captain seemed genuinely interested and attentive (and there's no telling how many of these he has probably done over the years). We did not do the cake thing (other than the one they brought at dinner - which was nice), but did have a private cocktail reception to further celebrate the occasion.
I had found the most perfect invitations (8"x8") that were of a ship at sea with a bride and groom at the bow tossing the bouquet overboard. It has wedding bells on the stack, hearts in the coulds, etc. (After 25 years of marriage we're still hopeless romantics - and I say "we" because the renewal of vows idea was actually my husbands). We had the purser's office deliver them to the cabins of our friends and family (and they all loved them and it added to the excitement for them too). Even if it's just the two of you - something like that would be great to send out afterward announcing your marriage at sea). Just a thought and I'd be happy to send you one for reference if you're interested.
In closing - it really was great. Go for it - I think you will truly enjoy it!