I'm surprised by the number of friends I have who have marital problems because they didn't talk about important things before they got married. Or they talked about them, realized they would about them, and so stopped talking about them, figuring they would work it out later. Bad idea.
1) Money. The largest contributor to failed marriages. How are you going to deal with it? One bank account? One each? Three (two personal accounts and a shared account for shared expenses)? Remember that it's important for each of you to be able to spend some discretionary money on things like coffee, lunch and a more substantial amount on gifts. No one likes to have to ask for money each week. And do you really want to have to ask for $200? "What do you need it for?" "Oh, I wanted to get you those earrings you wanted as a surprise birthday gift." Discuss how you are going to deal with major expenses. If you buy a house, are you going to spend every last bit of your discretionary income to get the fancier house? Or are you going to not exceed 30% of your income so that you still have some breathing room? How much will you save every month? What if someone wants to go to school or quit work to take care of a baby? These are the things that kill a marriage later. E.g. Couple buys expensive house. Can't afford to save any money. Husband continues to charge expensive toys for himself because he feels "poor" if he doesn't. Wife is exasperated. Husband must work overtime every chance he gets, so he feels exasperated too. Both wonder if they married the right person.
2) Kids. Don't say you want them if you don't. Be honest now or miserable later. How do you want to raise them? Do you want a parent to be able to stay home and raise them? Are you willing and able to make those sacrifices? When do you want to have them? Are you willing to spend thousands of dollars for fertility treatments if necessary? How will you discipline them? What kind of schooling? Will you raise them in a religion? Discuss this issue thoroughly and honestly.
3) Communication. Others have already said this one, but it is huge even if cliched. If you can't talk about things opening and honestly with each other, one or both of you are doomed to misery. Hopefully you already have this down if you're affianced, but lots don't. You've got to be able to bring up difficult topics with your spouse and have to know that your partner will be able to listen objectively and discuss rationally with you. If you're afraid to bring up a topic because of you're partner's reaction, that's bad and a potential trouble spot waiting to erupt. Likewise, if there are any topics that you have an unshakeable position on, you'd better be sure that your partner really agrees with you and isn't just afraid to disagree. At some point something (like a child) may make her stick up for her own beliefs which end up diametrically opposed to yours. This usually ends badly.