Peonies are considered to be in season March thru June. You will have to check with your local florist or wholesaler for variety availability. Cost depends on many factors, and varies on region, variety, availability, etc. You again will have to check locally with your resources. The look you are going to get with the doubles is that "poofy" look, so if that is not your style, maybe consider mixing your bouquet up with some other blooms.
As for using different flowers for different areas, I usually see that brides carry out the same flowers throughout the wedding ceremony as well as reception. However, it is your wedding day, so it is totally your choice. Peonies and roses are more romantic styles of flowers while orchids are more on the modern side for me. It all depends on how your florist is planning on tying everything together.
Wishing you the best of luck,
Audrey Gardemeyer
Botanica Floral Designs
http://www.botanicafloraldesigns.com
http://www.botanicafloraldesigns.com/blog