The only problem I see is I can't marry in a Catholic church since I'm not baptized nor confirmed Catholic, so they won't let me marry in a church (nor do I wish to). The only people I know with whom I have a close relations are either Catholic or Atheist/Agnostic, so the chances of me marrying a Muslim/Jew/Hindu/Buddhist/etc. are rather low.
Oh by the way, I think I would get baptized and do whatever thing I had to go through in order to be able to do it the Catholic way if it meant a lot to my soon-to-be-husband, so marrying in a church is something I'd do for him