Even etiquette experts can't agree on whether pantyhose is apropos these days. With no strict guidelines, it's best to consider the time and place, the elements and the occasion.
The Answer: It Depends
The Emily Post etiquette website says pantyhose aren't always needed; wearing them is a gray area that depends on what's customary with the other people involved. Considerations include shoes -- pantyhose shouldn't be worn with strappy sandals, and dress -- pantyhose wouldn't be noticeable under a long gown. Pantyhose would be more appropriate at a winter, cold-weather wedding than for one in summer or at the beach. The Newport Manners website says if you do wear them, make sure they're a little lighter than your skin tone; "suntan" shades tend to show up with an orange tone in photos. If you're part of the wedding party, consult with the other bridesmaids. Don't wear black stockings, for example, if the others are going barelegged or wearing pale stockings.