My fiance' and I have chose "18th Floor Balcony" by Blue October for our first dance. We were wanting to do something a little more special than a "high school" kind of dance style. Is a slow waltz appropriate? If not, what style should we get lessons in?

I honestly can't see a waltz to that song. I'm almost thinking something more lyrical than strict ballroom. Maybe a rumba (I honestly don't think a smooth dance will work)- maybe a lyrical rumba (I think that'd be a stretch). If you want a waltz, look for something with 3/4 timing. Your best bet would probably be to bring it to the place you want to take lessons at and ask them. Good luck and congratulations!