I have only been to a handful of weddings in recent years, and they all chose a different song for each group during the procession. To me, it can make things seem a little rushed, or just not a good blend since you're only getting a few seconds for each (and maybe that's the djs doing).
Our wedding party will be very small, I have my maid of honor and 1 bridesmaid, fiance will have his best man and 2 groomsmen. Is it ok to play just one song for all of us? Or should there be a change in song to indicate I'm up next?