Hi Karen! We kind of wanted to knock out all the dances quickly and get to the party portion of the night - so we did our first dance right away after we entered the reception, and the father/daughter dance during dinner!
There are some great reception timeline tips in this article too: Wedding Reception Timeline
I did our first dance as soon as we were introduced at the reception, so we did our grand entrance and then went right to the dance floor and did our dance before dinner.
After the speeches and right before the dancing starting for the evening is when we did the father/daughter and mother/son dance as one, and then we invited couples out on the dance floor to join us throughout the song.
I've also been to wedding where all the dances, including the first dane are after the dinner, it is just nice to spread them out so people aren't watching dances forever.