If the bridal salon where you bought your wedding dress sells strapless bras, bras with convertible straps, as well as other styles, it's best to try on and purchase a bra there, because you are able to try on different bra styles with your wedding dress. If you decide to buy your wedding-day undergarments at a lingerie store, buy a bra that you think will work, but don't be surprised if you find out at your first fitting that the bra you bought is not comfortable when you have your wedding gown on, or it bulges in some places, or the top or back of the bra is showing.
When you buy a bra at a lingerie store for your wedding -- either online or at a brick and mortar shop -- it's important to find out the store's return policy. Keep the tags on the bra and, most importantly, keep your receipts until after you've tried the bra on with your wedding dress. You may also want to get more than one style so you can try a few options at your first fitting.
If you end up with a store credit, I'm sure you'll be able to find something sexy for your honeymoon!