Congrats! That is exciting.
I cannot speak from experience, because I am not married yet, but I am getting married next month. I have lived with him for 2 years already. In terms of living arrangements, nothing there will feel different and nothing about our relationship will dramatically change. BUT I feel like I will view the future differently once we are officially and legally committed to eachother for life. Actually, I already do...since we got engaged.
Congratulations and enjoy this time. Don't worry about not feeling 'different'.