What does everyone think about going home the night of their wedding?

I am having a daytime wedding that will end at 5 pm. I booked a room at the hotel next door since I was kind of weirded out by going home the night of our wedding. However, now I am having second thoughts about just going home to save money that could be put toward the honeymoon or elsewhere, especially since this hotel is over $200 per night, and we are paying for the night before as well (along with the expense of lodging the wedding party). Is there some kind of taboo against a couple that goes home after their wedding or something, since I have never heard of that being done? What does everyone out there think?