I think it depends on the guy, really. We were engaged right outside his parent's house, so were immediately bombarded by their questions of "so when will the big day be?" and "where are you thinking?"
And both of us were all, "give us a minute, we've only been engaged about half an hour!"
Later that night we mentioned our deadline- September 2013, which is the month before my current visa to remain in the UK expires, so allowing for time to change my residence status to wife of a british citizen would be necessary. I think by the 3rd day we'd narrowed down a date for somewhere between June and August 2013, but our main focus was on telling everyone we were engaged, and we had to make sure timing would work for immediate family before making a final decision. Mr. V wasn't keen on discussing any particulars about location except to ask whether I wanted to get married here or in Canada (because we were also immediately bombarded by my mother's question about whether it would be back home or not).
As for discussing budget, I think have a look around the internet for possible venues that you like, and then bring them up to your fiance as possibilities. It's easier to talk about things when there are examples. Otherwise his mind might be blowing the wedding up to crazy proportions, imagining you wanting an elephant to ride in on, and booking out Kensington Palace for the reception.
We'd booked our venue almost a month after being engaged and Mr. V kept saying things like, "Guess how much money I've spent in the past 2 months" as if he was a little in shock at how much was going on. I think all men are kind of like that, but I think you should feel free to start getting an idea of what you like. Then you should talk to him.
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