I had welcome cocktails a few days before the wedding just so everyone could get to know each other (best thing I ever did because by the end of the night everyone was one big happy family:).
The night before the wedding we had a 15 minute Rehearsal just to walk through everything. I recommend it just so everyone knows what to expect and you're not as worried the day of the wedding. Then we had a "rehearsal dinner" a few steps away right on the beach. It was awesome and laid back in every way. Everyone just wore beach dresses and flip flops, we had fire dancers and then we plugged our ipod into the sound system and had a beach party. Everyone danced and had a great time. Ahhhhh... I wish I could go back:)