No matter how long you've been engaged, I'm sure someone (whether a friend, family member, or wedding coordinator) has told you to do wedding budget first. This was honestly the thing I was dreading the most. The keeping up with and following a budget seemed right up my alley, it was more-so the idea of having to think of every little detail to make sure it was included in the budget in the first place that had me seriously dragging my feet.
My advice on this is to take one day, grit your teeth and just hammer it all out. Plan a time for you to sit down by yourself and just make a list of every expense you can possibly think of. Afterward, have a time set for you to put your heads together with one or two other wise people just for the sake of them maybe thinking of something you hadn't thought of or helping you re-categorize and trim the list. When you're done, it's time to take it to your family. From this point, you can both do any final add-ons or subtractions catered to your wedding and finally start plugging in numbers.
At the point of plugging in numbers, there are a few of the best (and free) online options available.
http://www.marthastewartweddings.com/my-wedding (you have to create an account to access this tool)
(calculator and checklist that will ask for wedding budget, number of guests and bridal party and will then populate a budget for you based on likely expenditures or suggested allotments which can then be modified)
Many wedding websites will often offer this tool and some stores you can get a registry through (such as bed, bath, and beyond) will also have a budgeting tool available. I did my wedding website through theknot.com and they offered a budgeting tool with my account.
As with any aspect of planning your wedding, I cannot stress enough that you not let it overwhelm you. Regardless of the way it looks in the beginning, it really will come together in the end. :) Good luck!!