Well done.
I have no specifics on Taiwanese weddings but I can give some overview or guidance on Chinese weddings due to where I live, my wife being Singaporean Chinese and having to go through around 8 weddings for other people in the last 2 years.
I have not heard about the weddings being 3 consecuative days but there are a number of parts to a chinese wedding.
Photographs.
Usually there will be a requirement of doing a photo session which will usually involve some studio and some outdoor shots with a photographer. This is usually done before the wedding and involves dressing up in two to three sets of clothes as the day progresses. You will then get an album with a limited number of prints and have to pay through the nose for any extra. If they are anything like the places here in Singapore, negotiate and bargin for the extras. You may have to bargin hard but insist on a CD of the original shots. This is the second most expensive part of the whole wedding business depending on teh options you choose for the other parts. This is also where the wedding boutiques usually make most of their money. We managed to get away with the base price plus another 1.5K sin dollars including the oridinal CD and a couple of extra small albums but had to agree to them using our shots for their promotional albums

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Ok, next is the legal ceramony. This willl get you married in the eyes of the law. Church wedding, registry office etc is up to you. Unlike the UK, this can be the cheapest part of the whole affair.
Finally is the biggest, most lavish and expensive part, the wedding banquet. This is where the family get to show off and the more expensive and lavish the better. Usually you will have it in a pricey hotel ballroom, the menu will be multiple courses but small portions. This is where you will receive the red packets which are usually intended to cover the cost per head with a little bit more if the person is generious. If she is Taiwanese then here family will likely want to invite everyone as the more people in attendance, the more auspicious. It really is all about face. As long as the tables are pretty much filled (ie. very few no shows) then unless there are some very mean people, you are likely to break even, just need to stump up the cash first for the cost.
Most of this will be part of a package provided and managed by a bridal boutique. If you are going to Taiwan for the wedding then there are some in the road alongside the National Opera House in Taipei. I understand the road is known for them. They will use high pressure tactics in order to secure a sale as it is a very competitive business. If you are doing the wedding in Aus then sorry, can't be more specific. ALso if you or your wife are Aus Chinese then certian rules may be moderated and tuned to fit more with Aus culture.
You also didn't mention if you are Chinese or not which can also make a difference. Me being Britsh (caucasian) had some sway on what was done for my wedding.
Fun things you the groom, traditionally, the husband pays for everything including a dalry to the brides parents as you are traditionally paying then for taking the daughter they raised in to your family and out of theirs. Interestingly on various websites it says the dowry goes from the bride to the groom but that is not the case in Singapore.
There is the grooms right of entry on collecting the bride for the wedding day. Usually he will have to perform a number of challanges selected by her friends in order to prove his worthyness.
The couple also have the tea ceramony which is performed to the parents as a mark of respect.
Get you cheque book ready, be relaxed, enjoy the times, cherish the photos and videos.
My pre wedding shots are online if you want an idea of what is usually expected. They can be accessed via the 'photography' link in my sig and then just look for the wedding photos link in the thread it takes you too.
Any more questions then just ask.
RB