it depends on both of you. my husband and i still make it a point to visit the 'important' relatives on day 1 so it's quite hectic.
in the past before we got married, i follow my family to visit both side grandparents then at night go to another auntie's house. my husband's relatives will go to his place and afterwards they will go to another great grand-aunt house.
after we got married (& since im still staying with my in laws), we will welcome his relatives in the morning, then halfway thru we will go my grandparents place, then after that go to his great grand-aunt house. so instead of staying thruout at one house, gotta cut short each visit in order to go to more different locations. hahahhaah.