I suspect most parents can identify with your feelings -- because one of the hardest things we'll ever do as parents is to let go of our children and watch them become independent. And it's natural also to wonder if the person they are marrying is right for them.
Only you can decide whether or not to say anything to your son; if you do, it needs to be done out of love and concern, and not from a harsh or critical spirit. Nor should you say anything that will poison the future or cut you off from your son and his fiancee. This, however, is difficult to do, and the last thing you want to do is end up in a fruitless argument.
I suspect, however, that the time to speak with him about the type of person he will marry has passed, and you'd only cause more problems than you'd solve. The Bible wisely says, "When words are many, sin is not absent, but he who holds his tongue is wise" (Proverbs 10:19). If God has truly led them together, you should not stand in their way.
As you face the future, ask God to make you the best in-laws you possibly can be. Encourage your son and his wife in their marriage -- both by your words and by your example, as well as through your prayers. And remember: You've probably changed over the years, and so will they.