If you're lucky, the reception site will have an in-house caterer who fits your budget, serves great food, and knows how to work with you. Hotels offer these services, as do most country clubs. There are several advantages to using an in-house caterer, the biggest being that you don't have to go through the trouble of finding one yourself.
The in-house caterer is already familiar with the particulars of the room, which itself is a perk with many advantages. For instance, the wait staff already knows their serving routine and they will be able to answer any questions your guests may have.
Some reception places with on-site caterers may allow you the option of bringing in another catering service, but with most, it's their way or the highway. If the food is good and the price is reasonable, you might find this arrangement completely acceptable.
If your reception site offers in-house catering only, and the food is not up to your standards, you'll have to make a very difficult choice. Serve your guests rubber chicken in the setting of your dreams, or find another caterer and site for your reception.