While there are plenty of great brass bands in New Orleans, the Kinfolk Brass Band is hands-down the most popular band for wedding second line parades, by a wide margin. I'd say probably 8 out of 10 weddings I photograph that have second lines, Kinfolk is the band leading the parade.
They play a mix of traditional lively jazz music, along with a few unexpected eclectic arrangements of top 40 music, and usually when the group arrives at their parade's destination, the band will stay and play one last song (usually When the Saints Go Marching In!) in front of it on the street as the couple and their guests celebrate.
Location: New Orleans, LA.