This is the DJ that I had for my wedding and this is the one thing I wish I could have changed! We gave him a list of songs we liked and he didn't bring them. He was also supposed to play our unity candle song during the ceremony and he appartently forgot to play it.
During the reception he kept playing oldies tunes which no one would dance to. Most DJs change the music they are playing when they see everyone leaving the dance floor.
He also waited until after people had left to do some of the money makers (dollar dance, etc) so we didn't make as much as we could have if he would have done these earlier.