Churches and venues come in all shapes and sizes and there are some things that you should check beforehand. One of the main things to look out for is the aisle that you will be doing your processional and recessional down. The processional is when the bride enters the church and proceeds up to the front where the groom will be standing. The recessional is when the couple leaves the altar to make their way towards the exit.
You need to look at the width of the aisle. Big churches have wide aisles and some small country churches have narrow aisles.
When you are performing the recessional part of the service, I think it makes sense for the bride to link arms with the groom rather than holding hands for several reasons.
First off, linking arms brings you closer together to each other and means you can move down the aisle without a hitch (pardon the pun) even if it is narrow.
Second is you have just gone through a ceremony where an act of union has taken place and I think that there is no better way to symbolise this pictorially than by the bride linking arms with your groom and it also creates a cosier picture for one of the most iconic shots of the day.
The final reason is you have walked up and down the aisle during the rehearsals etc but you have never done it with a wedding dress on. You need to factor the extra width that there is with a wedding dress and the Groom will need to be minded that he will need to keep over more than usual because of the wedding dress.
When the majority of churches were designed there were no wedding dresses on the go, such as the ones that we see today. The bride just worn an ordinary dress. The only consideration that the architect would have taken into consideration was to make the aisle wide enough that a coffin could be carried down unhindered by two men standing side by side.
From a photographer's point of view, by having you side by side means you are both on the same focal plane which will keep both of you in focus.
If you are thinking of having any aisle decorations then be mindful that you don't create any choke points which could disrupt the natural flow of the recessional.