I know this topic isn't the most fun or romantic wedding-related one but it's important to address the issue.
While most of us are not gazillionaires protecting a vast fortune there are some of us who are. There are also family items - money, property, things - that if a divorce should happen you will want to remain in your family.
Just because you and your fiance discuss and get a prenup doesn't mean that you don't believe in your marriage. But if g-d forbid you do get divorced, and remember that about 50% of marriages do, you'll kick yourself for not having one.
I know that a prenuptial agreement isn't included in the traditional wedding budget breakdowns but price one out with a lawyer - I'm sure you, your fiance or one of your parents will know one - and file the canceled check under miscellaneous expenses.
Do we have one? No we don't but that's because I don't want his baseball card collection and he doesn't want any of my handbags.