If he is a lot taller than you, then high heels (say at least an inch in height) will help to reduce the height difference, and this will look better in the photos, which is something worth thinking about even if you are not used to wearing high heels.
There will be a lot of photos taken on the day, remember, and you want the photos, which are going to help you to remember your day in years to come, to look the best they possibly can. You don't want to look like your groom's little sister.
If you are not used to wearing high heels regularly, then it is a good idea to get some practice in before the big day. Unless you have some medical reason which makes high heels unsuitable for you, then you should wear them for your wedding, especially if you need to even up the sizes between the two of you. High heeled walking practice can be done at the same time as breaking the shoes in. Good leather shoes are the best kind for comfort, owing to the material's being able to give, and wearing them in makes them extra comfortable because they then fit themselves to the shape of your feet.
If however your groom is a similar height to you, or perhaps shorter than you are, then you should wear flat heeled bridal shoes. You don't want to tower over him on the day, and flats will also help your feet to feel comfortable. Being able to go without heels on special occasions is one of the good things about marrying a man who is not much taller than you. High heels do look nice and make your legs appear longer, but they are not good news for your poor feet. So if you can get away with flats without there being too much of a height difference, then you should go ahead and wear them. Your feet will be happier, and there is also less risk of falling, which is another thing you don't want to happen to spoil your day.
As well as the relative heights of yourself and your groom, your shoe style will be determined by your dress. If it is formal in style, then you should have closed toe bridal shoes, with the heel height determined by the height difference between the two of you. When you look at your wedding photos in future years you don't want to wish you had worn something different.