My fiance doesn't like any of tuxes we have looked at. She prefers
that I wear a black wool suit for the wedding. The suit is brand new
and it looks very good on me. Now my groomsmen are all wearing tuxes.
As a result, is it ok for me to wear a suit when the rest of the guys
on my party is going with a tux? She thinks that I look much better in
a suit than a tux, but what's the wedding protocol for these things?

Who cares about protocol?  To give you a full, old-school rules
answer, you would need to tell us what time of the day your wedding
is.

I say do whatever makes your fiance (and you) happy.  If she and you
like the suit then wear the suit.  I think it looks good to have the
groom wear something a little different so he doesn't look like just
another groomsman anyway.

I think the choice of garments should be entirely up to the bride and
groom. If you and your fiancee like the wool suit, go with it. It's
your big day, and hers. Wear what you both like, not what some fashion
authority says you should wear.

It's possible, of course, that there may be some criticism from folks
who like to nitpick about such things. I few years ago a friend of
mine chose to wear a bright purple wedding dress. Sure enough, a few
snarky remarks were made by people who thought it was improper. Pfui.

Wear the suit. That way you won't be mistaken for a waiter the way
your groomsmen will.

Wear the suit ... Don't follow the crowd!

I'm going to say 'Pfui' which is a new word that I've just come
across. Don't know what it means but ...

Pfui!

This now puts me in mind of a story about Noel Coward - an Engligh wit
of yesteryear.

On one occasion, Coward went to 'a do' in a lounge suit, not realising
that it was 'a black tie' affair.

Coward took it in his stride and told his fellow guests 'Please don't
be embarrassed'.

Pfui!

In the UK a Tux is for the evening

I would expect a groom to wear a morning suit, light to mid grey,
similar cut but with tails.

However, I would follow the lass's sartorial advice
- start as you will carry on

But black does strike me as a mourning suit ...

It's actually accepted slang... the urban dictionary defines Pfui as this:

..."irrelevant, not related to the subject discussed..."

Also: phooey, fooey

Pfui
http://www.urbandictionary.com/define.php?term=Pfui

Or is Bryan (probonopublico-ga) using the German word "pfui"?

"German-English translations for "pfui": ugh"

http://odge.info/german-english/pfui.html

http://www.ponsline.de/cgi-bin/wb/w.pl?Richtung=DE&ID=22718poziy6BGi8Qu6

'Pfui' is a word that I saw for the first time in Pinkfreud's comment above.

I liked it so now I am using it all the time.

Maybe someday I will find out what it really means ...

Or maybe it was just a spelling mistake like 'an Engligh wit' in my
comment, also above.

So Pfui!

Got it!

It's an acronym for:

'Pink Freud Uses It' ...

Pfui!