I've been doing a bit of googling and haven't found an answer, although according to the timeline it was likely in Paris I was hoping there is a record of where the ceremony had taken place.
Hello,
pretty much everything is known about it, they married the 9th March 1796 in Paris in the "Hôtel de Mondragon" that was at the time the arondissement town hall of the 2nd arrondissement of Paris.
The current adresse is 3 rue d'Antin, 75002 Paris. It is currently the head office of the BNP Paribas bank in Paris. I think it can be visited, I can look for more info on that if you are interested.
Funnily enough their original marriage contract has been sold very recently and it was all other the news in France.
http://www.theguardian.com/world/2014/sep/23/napoleon-josephine-marriage-contract-sold-auction
Source : Augustin Cabanès, Le cabinet secret de l'histoire (in French)