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Ask your caterer or catering hall to set up a simple cold buffet for the band (sandwiches, salads and cold drinks) that can be accessible to them all night long. This way, they aren't at the mercy of the kitchen, and your guests are not at the mercy of the band's stomachs. Everyone is happy, and it should cost you less than feeding them an entire wedding meal (which, if they are doing their job, they will have no time to sit and enjoy...)