Re: Royal Wedding
Yes, the family name before 1917 was Saxe-Coburg and Gotha, but this was deemed too germanic for the British Royal family during the First World War so they adopted the name of Windsor (after Windsor Castle) instead.
Another note, Duchess is not always above Princess, one is a title in the peerage and the other a royal title. Royalty precedes the peerage (nobles) in the the Order of Precedence: http://en.wikipedia.org/wiki/United_Kingdom_Order_of_Precedence
All this is different from the Line of Succession aswell, so it's a bit complicated. For example, Princess Beatrice is 5th in line to the Throne, but comes after Catherine in the order of precedence, who is not in line to the throne, and before the Duchess of Westminster who is not a member of the Royal Family at all.
Another note, Duchess is not always above Princess, one is a title in the peerage and the other a royal title. Royalty precedes the peerage (nobles) in the the Order of Precedence: http://en.wikipedia.org/wiki/United_Kingdom_Order_of_Precedence
All this is different from the Line of Succession aswell, so it's a bit complicated. For example, Princess Beatrice is 5th in line to the Throne, but comes after Catherine in the order of precedence, who is not in line to the throne, and before the Duchess of Westminster who is not a member of the Royal Family at all.