There is some really great advice here, so I'll just add a few things:
1. This one is mostly useful for brides (who tend to get caught up in the wedding more than grooms, although there are exceptions), but remember that no matter what anybody says, your wedding day is not the most important day of your life. You will in fact have many, many days far more important than your wedding day. The marriage is infinitely more important than the wedding. So if stuff goes wrong, remember that it's just one day. On the other hand, if stuff goes wrong and your wife gets upset...I wouldn't mention this to her right away!
2. Possibly the most difficult thing to do is learn to figure out which battles you need to win, which ones you need to lose, and which ones don't matter either way. You shouldn't expect to win them all, but you shouldn't lose them all, either.
3. Never compare your spouse to another person, unless you can honestly rate her higher or unless it's something she doesn't care about or unless it's something of vital importance to you - and even there, I'd recommend finding another way to say it rather than a comparison. So saying, "My mother kept a cleaner house than you do" is probably not a good idea, for a lot of reasons. On the other hand, teasing somebody about what a lousy cook she is might be OK if she doesn't give a damn. But if she's in there trying and nonetheless failing...ooh, just don't do it.
4. Always discuss major purchases ahead of time, and that includes determining what constitutes a "major" purchase.
5. If at all possible, avoid saying negative things about your spouse's family. This might not always be possible, of course, but as in #2 above, choose your battles carefully. Very, very carefully. Trying to avoid contact with a hateful in-law is one thing; trying to avoid contact just because that in-law isn't your cup of tea is another. There are exceptions, but I'd say that generally speaking, it isn't spouse A's place to start a feud with spouse B's family, particularly if it involves something that doesn't affect spouse A directly.
Oh, and congratulations! I've been married more than 21 years, and it was really one of the best things I've ever done.