All weddings have a wedding budget. Your is no different. Even if the sky is the limit you still may need to organize your finances and decide what is the most important. You need to know where the bulk of your money is going.
There is nothing wrong with having a budget. it may seem impossible to stick to it though. It really isn't.
Sit down and get organized. Decide what you need to buy. Decide how much you can spend on each item. Build in a little cushion because some things will cost more than you anticipated or you will see something you just have to have.
You may need to start with an initial budget and reaccess it every so often. Everything does not have to be written in stone. Realize things change, desires change. When you start out you may think that the reception hall choice is the most important but then you may see the perfect wedding dress, way more expensive than you wanted to pay. This may cause you to redo your budget to get the dress and either forgo something else or spend less on something else.