Maybe. If you're having a wedding with religious, or cultural traditions that won't be familiar to a lot of your guests, then having a wedding program is thoughtful. You don't want your guests to feel lost or out of touch. However, if most of your guests will be familiar with your wedding ceremony, then just having a program to introduce your wedding party is not necessary.
Instead, have your DJ or band leader introduce them during the reception. If no one is shy, you could even do fun personalized intros and stage a special dance just for them.