I am not married, nor in a relationship, so I may be unqualified to answer, but…I think it would depend on several things:
How was the breakup? How long was it before the marriage? (If it is the guy that she dumped for you, that might be a bit awkward.) Are there secret feelings under the service on either side? Is your wife/husband the type that might flirt with other guys/girls, and if so does this make you uncomfortable?
I am friends with my ex on facebook, except she’s never ON facebook (except to play farmville or whatever) so it doesn’t matter. If I were to start up a new relationship and this new person were to tell me to unfriend her I would laugh in their face. Most of the people I’m “friends” with on facebook I never actually talk to.