Congratulations (or at least, pre-congratulations)! I agree with Glatt, incredibly little changed when my husband and I got married. But I think that's because we were in a similar situation--we weren't just 'living together' as a goal in and of itself, we were aware that we would be getting married someday and interacted accordingly.
There are two really big things that I've seen "change" for other people, though. The first is money: obviously it's a little unreasonable to completely merge your finances before you're married. It is critical that you have a plan about the finances before you open the joint checking account. Personally, I think it's better if one person handles most of it. For us, that was easy--my husband was very irresponsible with money, and he knew it, so he eagerly deferred. In return, $100 a month goes into a separate account that he can spend on whatever the hell he wants to and I can't gripe about it (usually this goes towards DVDs, videogames, and woodworking tools he'll never use.
) We also have our finances completely merged--both paychecks get dumped into one account, and his debt that he incurred before we were married is
our debt, plain and simple--but that doesn't work for everyone.
The second thing that sometimes changes is the level of independence. If, while living together you have rules like "I don't have to tell you where I'm going," and "I don't have to explain why I came home so late," and "I can spend $200 on a pair of shoes if I want to," and "Don't tell me how to interact with my family," etc. then it can be jarring when one partner (rightly) expects those rules to go away once you're married. But to me, independence like that makes you more like roommates, not soon-to-be-husband-and-wife. If you never start out with those rules, you never have to end them.