See the disABILITIES FAQ for a link to Disney's official information for Guests needing assistance, including mobility issues. This will tell you which attractions and shows allow you to remain in the wheelchair, and which require you to transfer to a seat/vehicle.
Also see
www.allearsnet.com for information about seating in/at the various shows.
Also maybe pick up the Passporter for Special Needs.
Now, that said: The official policy is the wheelchair Guest and up to five members of their party can board/enter together; the actual practice may depend on how busy the park or the given attraction is, and can be at the discretion of the CMs.
For shows, generally you can all stay together. If it's particularly busy, they may allow one person to sit with you and the rest of your family to sit in the row or two in front of you - note that wheelchair seating is usually at the back of the theater, although there are a few spots for wheelchairs at the front of the Fantasmic! Theater, and maybe at The American Adventure.
The two shows with modified bench seating (backs, but no arms) where I'd suggest transfering to the seat if you can are "Honey I Shrunk the Audience" and "It's Tough to be a Bug", since there are special effects involved that you'd miss by staying in the wheelchair.