I always try to make it to the rehearsal of the ceremony if possible. I do this for a variety of reasons.

I get to take test shots of the venue. Not only do I get to test out my exposures, but I test out different composition and angles as well.
I get to give "the speech" to the wedding party. Beyond introducing myself, I get to give tips on how to stand, placement of hands and flowers, etc. that will help make them all look good in the photographs. I also get to tell everyone to SLOW DOWN when walking down the aisle. :) Sometimes the jitters of the day have folks running a marathon. I like to get several shots off of the procession just in case we catch some odd expressions in one. I can then have an alternate to choose from.
This is a perfect opportunity for me to chat up the Pastor and find out his or her rules.
Sometimes major changes get made at this time. This ensures I'm in the loop.

It is perfectly understandable if you would not like me to be there. However, consider letting me drop in and take a few shots. One cool idea is to place some rehearsal images in their own little section of the wedding album.