Taamei Minhagim #973 quotes the Chupat Chatanim (and points you to Likutim Chapter 106) that one does not say Shehecheyanu when preforming Kedushin. This is because one says Shehecheyanu when the action of the Mitzvah completes the Mitzvah (i.e. the act one is doing is in itself a complete Mitzvah), e.g. Lulav. But the main Mitzvah of marriage is Reproduction, so Shehecheyanu is not said at the Chupah.
The footnote there quotes a source that says that when one asked HaRav Ohr Shraga Z"L if one should say Shehecheyanu when he gets married, HaRav Shraga responded that a better question would be "should someone say Boruch Dayan HaEmet?"
That being said, I'm not sure if your question is asking if one happens to have a new suit by the wedding, thereby necessitating a Shehecheyanu, should he also have in mind the marriage. Or are you saying there is an established custom to make a Shehecheyanu on new clothes by a wedding, and does this Shehecheyanu also go on the marriage.