Weddingbee boards

Here's my dilemma:

We're planning on doing our pictures well ahead of time so we don't miss out on all of the fun at the cocktail hour and reception.  After we get married, the bridal party goes to this caboose (getting married at an old train station) and we have a private cocktail/appetizer celebration.  But just across the way, our guests will be enjoying cocktail hour.  FI and I want to join our guests for this too. 

Here's the question:

Do we get announced prior to coming into the cocktail room or still join our guests for cocktails but then get announced once everyone is ready to go in the ballroom?  Another thing is our DJ will be in the ballroom setting up so there is no mic, etc in cocktail room.

Is it cheezy that our guests will see us in the cocktail room and then we're announced later?

I am in pretty much the same situation.  Our ceremony and reception are in the same location and we are also doing pictures ahead of time.  We will be with the guests during the cocktail hour also.  I have thought about this, and I just think it's easiest to do the introductions in the ballroom.  I don't think anyone will really think twice about it.  Yes, you will be mingling with your guests beforehand but you still deserve a proper introduction by using your DJ and having a grand entrance!