Look at the potential of your combined debt and combined income and assets. This is a good time to set realistic goals and establish a budget. Do it early. It may affect your wedding, honeymoon or residence plans. There are lots of opportunities to save money at this point.
Health insurance is another consideration.
If you are both covered through employers, compare your costs and benefits. This is especially important if you plan to have children together, or either of you already has children. This is also the time to take a good look at your combined credit card usage and debt. Don't just add his and hers. Keep the lowest interest rates and get rid of those annual fees.