Most people want to hear their request right now. If possible, stop what is playing and play their song now. Many don't understand the flow of the music and how one song fits with another. This is more of a DJ thing and is not as big of a deal as many make it out to be, but still, it is hard to go from "Jump Around" to "Unforgettable" without really shocking the guests.
Secondly, most people request songs for the wrong reasons. They think it will be funny. It's a song they like, not that they are going to dance to it. They think it's similar to a radio station where they can request their favorite songs. I always ask; “are you going to dance to this song?” Most of the time people are shocked when I ask this, and they usually say no.
Good Question! Often couples have doubt in their ability to pick good dance music and so allowing guests to request songs seems to make sense. I recommend you pick a family member or a friend to oversee requests. One who knows you and the kind of music you like and also knows what a good dance song is. This is a better plan than just allowing anyone to come up make a request.
Just Press Play Productions
The better idea is to allow guests to request songs already on your playlist. This way, they still get the feeling of being able to have some input, but they are requesting one of your favorite "run to the dance floor" songs.