This is a pretty wide open question. Can you be more specific?
In my experience, and I'm probably doing it wrong, there is a lot of dead reckoning and adjustment with performance. AI too expensive? run it less often. UI? optimize and hack. etc. So the things that are hard to do this with you have to get right early.
Graphics budgets tend to be the most important things to get right because they're the most expensive to revisit. Environments are harder than characters.
If you want to see what other games are doing, I believe PIX will tell you what is going on (there's a windows version). Your have different limitations across different generations of cards as well.
If you're PC, just make sure you get a min-spec machine, and keep it working on that.
Also, and maybe in line with what you're asking, I know the God of War guys give each designer a flexible budget for things like RAM, processing, etc. so they can choose what to emphasize for their levels. These are techniques and not solid numbers, but may be useful to you.