Unless it's part of his pre-written laid-back character, I can't imagine the king would settle for anything less than intense security. He would probably assume the worst, right?
Two guards minimum on each entrance. A guard under every window. No more than fifty feet between each guard, so you may end up with guards standing in the middle of the room or at the ends of the pews in the church. Extra, elite guards around the king, and his bride as well as honored guests such as lords and family.
If the king found out about the threat more than a few hours before the wedding, I'm sure every guard in that room would have been told about it. They will be on high alert. (Bonus to initiative or perception?)
/u/3d6skills makes a good point. Plus, are the guards aware of how many people are involved in the plot? Would the players stick out because of their race or clothes?
As for the fun stuff--
Semi-intelligent animals, like your dancing bear, can be fun for players to interact with. Foxes playing flutes and dogs playing drums. Exotic, tame magical beasts out of the monster manual could be carrying serving platters on their heads or backs, and they could add a lot to any potential fight scene. (Maybe a disgruntled dancing bear helps them into the party in the first place.)
Illusion magic can be wildly entertaining. Ethereal figures over the crowd or drifting through solid objects could be quite pretty. I bet they'd be startling for any PCs sneaking through back hallways, under banquet tables, etc.
Gandalf-style magic fireworks are fun. The players may run into a stash of them.
Lords would likely give toasts. Drunk lords would give funny, embarrassing toasts, and they might slip up and drop some intrigue in there.
A jester mocking the lords is always enjoyable.
That's pretty much all stuff for the reception after the ceremony. The wedding rituals could be entertainingly baffling. I mean, look at real world examples- tapping a shoe on the bride's head, breaking dishes, brides throwing food at rejected suitors, groom's friends purposefully making the groom as nervous as possible-- The list goes on. You could come up with some odd things to throw into the ceremony. PCs get hung up on the smallest details.
Good luck to you, your PCs, and the king's brother.