Practice makes perfect.
Tradition has a lot to do with what is done at a wedding. Interlocking the arms and drinking from the champagne flutes is a picture that everyone wants. But it is the most awkward position to be in. And it doesn't work if the bride and groom are more than 4 inches different in height, trust me.
But they say practice makes perfect, so spend an evening practicing. Maybe even get out that old game of Twister to try to make it work! No really, just remember that the goal is to drink out of your own glass. Gracefully, please, if you don't mind. And if it doesn't work, then you spent your whole evening drinking wine or champagne. Darn!
I like the newer tradition of just holding the glasses out in front of you and having the picture made then. Less trouble. Same effect.