Yes, they do still get assigned to an embassy - whichever one is closest to you in most cases.
There really won't be too many universal experiences embassy to embassy, unfortunately, except for the waiting (and even that will be different since some people have two years of waiting while others have six months, and some people can visit their partners while waiting and others can't). When a CO gets assigned varies, whether you get notified of this varies, how long your acknowledgment takes varies, how long processing takes varies, if they tell you how long processing will take varies, IF they stick to their quoted processing times varies, whether processing times are getting slower or looking like they might be getting better varies, which forms you need to provide varies, whether or not a tourist visa during processing could potentially affect your application processing time varies, what requirements they have for proving genuine relationships (to some extent) varies, what sort of marriage ceremony needs to have been had for them to view it as legit can vary, etc. etc. etc. It's insane how different requirements can be from embassy to embassy! Yikes.
Original Nationality: US
Visa #1: PMV (300) through Washington, D.C
Applied: April 2013.
Visa Granted: January 2014.
Visa #2: Subclass 820 (From PMV).
Applied: End of April 2014.
Visa Granted: Early July 2014.
Visa #3: 801 (PR)
Eligibility Date: End of April 2016 (Applied a month prior).
PR Granted: Early April 2017.