It is absolutely 100% up to you and FI as to how you want to celebrate your day. We didn’t have a dry wedding, but that’s not what DH or I wanted. I have been to a couple of dry weddings before. The atmosphere was different and they ended very early (although a few had tail gates in the parking lot – very disrespectful and caused a lot of problems).
I think a GREAT DJ would be key to get the party going. As long as you make those invited aware that it will be a dry event, you should be fine. I wouldn’t be happy if I shoed up expecting alcohol and there was none, but would be perfectly fine if I knew ahead of time. Good luck x