It's a balancing act. I only used Annexes where there simply was not enough room in the form. In your specific question about "where did you get married?", I recall that I had enough room in the IMM form to state the city. But in other questions, if I thought more detail was needed, I would fill out the space in the form, then say "See Annex to IMM xxxx, page 35".
At the top of each Annex I stated the IMM form, and name of applicant, in case the Annex got separated from the corresponding form. Where an IMM form called for an Appendix, I made sure to call it an Appendix, to distinguish it from my Annexes.
You mentioned my example in which I cited "page 45". That was for my lease in Canada, to show intent to reside in Canada. In that example, there was room in the IMM form to state the city where I intended to reside, and then I said "see page 45 for lease".
But where in other questions there is very little room in the form, I might simply say "See page xx".
You will no doubt refine this approach. Just put yourself on the place of the Visa Officer reading the application, and make sure s/he can immediately locate any document needed to support what you are saying in the IMM form. And if there is little room in the form, refer the Officer immediately to the supplementary page number.
If the application pages get mixed up, the Officer can put them back in order using the page numbers. If I had to do it again, I would number the Sponsorship application pages S-1, S-2 etc to distinguish them from the Immigrant application pages (I-1, I-2, etc).
If you refer in one form (e.g. page 13) to a supporting document for a different form (e.g. page 45), there is nothing easier for the Officer than to go to that page 45, since it is arranged sequentially.
