Havdalah is a ceremony that happens on Saturday night, signifying the end of the holy day of Shabbat. Havdalah involves blessings said over wine, spices, and a special braided candle, and will be done before the beginning of other wedding-related festivities, since those cannot start until after Shabbat is over.
The veiling ceremony is a tradition that is said to originate from the Biblical story of Jacob. In the story, Jacob worked for seven years to win the hand of his beloved, Rachel. When seven years passed, he was able to get married, only to discover, after the wedding was over and he could lift the veil, that he had married Rachel's older sister, Leah. In order to get Rachel to be his wife after all, he had to go back and work for another seven years. In the modern-day veiling ceremony, the bride sits in a room with her attendants, and calls in the groom, who then lowers a veil over her face himself to avoid making Jacob's mistake and set his bride apart from all others.
The ketubah is a traditional Jewish marriage contract, which details the mutual obligations of the bride and the groom. It has to be signed by two witnesses; we choose to have the rabbi and the bride and groom sign as well. This signing happens before the rest of the wedding ceremony.
The wedding itself has two parts: the "betrothal" and the "nuptials." Until approximately the eleventh century, these two parts were accomplished in two distinct rituals which could be separated by as much as a year. After the first ceremony, the betrothal, the couple was considered to be legally wed, and required a formal bill of divorce in order to dissolve the marriage contract, but the marriage could not be consummated until the second ceremony.
In the first part, the betrothal, guests are welcomed, then God is asked to bless the wedding. After that, a blessing is said over wine, followed by special betrothal blessings. Then, the bride and groom share a drink from the cup of wine, which can symbolize the saying that married life halves bitterness and doubles sweetness.
After this, the groom places a ring on the bride's finger and recites a Hebrew statement which can be translated as "By this ring you are consecrated to me (as my wife) in accordance with the traditions of Moses and Israel." The bride is not legally required to do anything, but in modern weddings, the bride often gives a ring to the groom and recites the same formula as above, corrected for gender. While there are no "I do's" in the Jewish wedding liturgy, some type of vows are often added to American Jewish weddings, either just before or after the exchange of rings.
The second official part of the wedding, the nuptials, begins after a short break, during which the rabbi commonly reads the ketubah (the marriage contract). After this, the bride and groom once again drink from a cup of wine, and the "seven blessings" are recited. The purpose of the blessings is to place the bride and groom within a context of Jewish time, giving a view of history in which time is not infinite, but has a definite beginning and a definite end. Some of the blessings mention the beginning of time in Eden, when life was wholeness, and the end of days, when that wholeness will be restored. Others talk about the place of human beings in the world in general, as well as the bride and groom specifically. After this, the bride and groom are officially pronounced husband and wife.
This traditional act is ascribed a number of meanings. One traditional interpretation is that the glass is a way to remind the happy couple that there are still problems and sadness in the world and not all is rosy. Another thought is that the glass is what "cuts" the covenant and marks the wedding as a transforming experience, the effect of which can no longer be undone entirely, not even by divorce. It also suggests the frailty of human relationships. The glass is broken to "protect" the marriage, so that if one thing has to be broken, it will be the glass and not the relationship. There are also a number of other interpretations. In general, it is just a fun, loud, explosive way to end a quiet and solemn ceremony and signal that people may now hug each other, shout, and celebrate.
Yichud is a memory of ancient days when the groom would take away the bride to consummate the marriage immediately after the wedding ceremony. This is no longer done today, but this little bit of private time is a sort of symbolic consummation and a time for the bride and groom to have a quiet moment together during the hectic day of the wedding. It is a period of "bonding," during which the couple can share their first meal as husband and wife. In order to ensure the couple's privacy, a couple of guests serving as "guards" are usually posted outside the door to keep well-wishers away.