We're doing something similar at our wedding. We're going to start with a slow waltz to Open Arms, by Journey, and half way through the DJ is going to "accidentally mess up" and the song cuts off and goes into "Time of my life" from the Dirty Dancing soundtrack. We've been taking lessons for a year already and we're probably not having the wedding 'till 2011, at this point.
I've always loved fun first dances, it sets the mood for the rest of the night. I've watched SO many of them on youtube.