Whether you have a rehearsal is really up to you. I certainly wouldn't try to strong arm you into having a rehearsal if you don't want one. If you have a very simple wedding, no bridesmaids or groomsmen....or your bridesmaids and groomsmen are very experienced at weddings and already know what to do, you can get by without a rehearsal.
My personal opinion is that a wedding is a significant event in your life and a rehearsal always makes a wedding go smoother.
What I am outlining is the general guidelines for traditional way of doing things. I want to state up front, and will reiterate throughout, this is your wedding and you can change any of the following to suit what you want and need on your special day.
Personally I love those folks who get creative at their weddings. Dancing down the procession aisle, masks et al. adds to what makes your wedding unique to you and fun for the guests.