My suggestion is to first try on all shapes of wedding dresses (regardless of style) at the first shop. You may think you want a certain style (say A-line with straps) but after trying on the different types realize that a completely opposite type flatters your figure best (say a strapless mermaid). After you discover the best shape for your body, then you can better pick out which style of that shape you love.
That was how I discovered that a A-line dress makes me look like I have huge hips and no boobs, and a sheath wedding dress makes me look like a boy because I don't have enough curves, while a mermaid hugs the right places to make it apparent that I am in fact a woman :-)
My other suggestion is to get pictures of yourself (front and back) in each dress, and get the pictures of the contenders printed out. It really helps you to pick between a few good choices when you can lay out phyiscal prints next to each other and compare.
You will have a great time! And good luck finding your dream dress...