For me and Anna (and most others I guess) finding the venue we wanted was the first thing on our wedding to do list. It’s the step to which everything else falls around. You can’t confirm a date with a registrar if you don’t have a location, without a date you can’t find any other suppliers.
So, we knew we needed to start with the venue but that didn’t really help an awful lot. In hindsight it was 3 main things that pointed us in the direction of our venue; budget, location and your individual priorities.
The budget is pretty big but not essential. One little piece of advice, don’t visit venues that are way out of your price range. We did it a few times and all it did was make us realise what we couldn’t have.