Be sure to order enough for each person. Nobody wants to be left out. Depending on what you are planning on using your sparklers for, make sure everyone has at least 1 wedding sparkler. If you're using the smaller sparklers such as the #10 gold sparklers or the #20 gold sparklers consider giving everyone two. If you're using the wedding sparklers as favors you might want to wrap 4-6 sparklers per guest.
Order early. Legally, sparklers can only be shipped ground. Expedited shipping is not available on sparklers of any kind. Remember shipping carriers can only give estimated shipping times. Many circumstances including weather or carrier related problems can delay a package. Make sure you leave plenty of time for shipping. You have enough things to worry about, arrival of your sparklers should not be one of them.
Check with your venue. Even if sparklers are legal in your area, your venue may not allow them. Be sure to find out before you order your sparklers. You don't want to deal with returning sparklers right before your big day.
Work with your photographer. Most photographers have been working with sparklers for weddings for quite some time now. They may have good suggestions on how to incorporate wedding sparklers into your pictures.