lurkyloo, I wouldn't worry, especially if you guys have seriously discussed the wedding itself. Guys get kind of weird about the ring, the proposal, the engagement, you name it. DH and I started discussing getting married over a year before we actually did. I started planning the wedding (which he knew about) but he didn't actually ask me until a little under six months before the wedding date.
Apparently, he wanted to ask in a really fantastic, over the top way, but his plans kept falling through.

He works at Universal and he wanted to have some of his co-workers present it to me, but it kept being too hot for us to go there. Then he wanted to do something special at Disney, but he and I couldn't get the same days off! After several false starts, he just asked me in front of our Christmas tree, which was a surprise and nice as well.
As for the ring question the op asked, I would definitely definitely want to be there with the fiance to pick it out.

I had actually told DH that my dream was for him to propose with a silly prop ring (like from a Cracker Jack box or a cheapie Mickey ring or something) and we could shop for the actual ring later. I had something very specific in mind and had high hopes of us designing it together, to go with the wedding ring. DH decided not to listen to that paticular request, and I ended up with a Mickey-shaped amethyst ring which was thoughtful and fabulous BUT doesn't go with any wedding band in the history of wedding bands.
Long story short, I ended up putting my engagement ring on my right hand and getting a completely different wedding band. I love it all, but it's just not quite what I had in mind, you know? (I would NEVER tell him that, of course! Would break his poor little heart!

)
Good luck with the ring shopping, op!