Movie soundtracks are quite good - Lord of the Rings is good, and there is a couple from Braveheart that are quite soft and romantic. 30-40 minutes sounds like a long time though! I can only think of one wedding where they had music playing as the guests arrived, and that was only about 10 minutes before.
I haven't thought about welcome music - my brother is playing an acoustic guitar for my bridesmaids and then me, so I may just ask him to play a bit of whatever he likes as a warm up!
Also, I love your forum name! My bridesmaids are walking in to an acoustic La Vie En Rose! X