Piper and Leo tried to marry 2 times first in "Magic Hour". They are caught by the elders though and Leo is taken away. The elders allow him to come back in the episode "Once upon a time" this time they are allow to marry if they can proof their relationship is strong enough to survive. Finally, they really marry in Just Harried.
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I do not know the name of the episode but I am pretty sure there is at least one episode were Leo tickles Piper.
Forever Charmed, the series finale
It is the episode 'Just Harried' and it should be on the 4th disc, second episode...
Piper finds out in 6x16 and Leo in 6x18
season 2 disc 1 or 2