jess_pom, you should have received your own invitation. I think the rule is that anyone 16 or older gets his/her own invitation, married or not. If I were you, I'd go in with your parents on a gift. They don't show you the courtesy of sending you your own invitation... they don't get a separate gift from you.
Cream, you're right too, your fiance should have received an invitation. Spouses, fiances, and partners living together must always be invited together. If you two are not living together, he should get a separate invitation sent to his address. How recently did you get engaged? Does your cousin know you are engaged? Surely he does...
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