Since you've decided that you want to be more religious, let's presume that God exists.
The rules set by God in the old testament are obviously the 10 commandments, which (aside from the first four which are all about respecting God) can be explained as:
- respect your parents
- don't kill
- no adultery
- don't steal
- don't covet things that aren't yours (neighbours' wives, houses, asses, etc)
I think we can all agree that these are pretty good rules for life; wouldn't humanity be great if we all followed these simple rules?
In the new testament, the message becomes much simpler: Jesus turns up and says "love you neighbour as yourself" which kind of encompasses the commandments in a broad sense. Again, wouldn't it be good it we all followed that idea?
The other rules which the Judaeo-Christian tradition gives us are ones decided by humans a very long time ago and many of them make sense for the culture in which they were created:
- don't eat pork or shellfish = a good rule because these meats spoil easily and can lead to food poisoning
- don't use contraception/masturbate = understandable because they want to maximise the number of people having children so that there will be more Christians born into the community
- don't have sex before marriage = sensible, because that way you can be sure that your husband is the father of your children and you don't end up with lots of pregnant women with no men taking responsibility for them
Of course, times have changed a lot over the past few thousand years. Fridges and freezers mean that we can eat sausages and oysters without worrying about getting ill and modern contraceptives mean that we have greater control than ever before about when we procreate and with whom.
I consider myself to be religious because I believe in a higher power, even though I sometimes find it difficult to reconcile that with my rational mind. I think that the basic rules of Christianity are good: treating yourself and other people with respect is a good way to live your life.
My problem with organised religion is that people get in the way of the loving message and corrupt it and try to use it to control other people or make them feel guilty.
Do you think that an all-powerful, benevolent God would be upset because a happy, loving couple uses contraception so that they can have sex (thereby expressing their love for each other) without worrying about getting pregnant when it's the wrong time for them? I don't think so.
My own situation is that I am unmarried, but have been with my boyfriend for almost five years. He is the only person I have had sex with and since we intend to be together (and eventually get married) for the rest of our lives, he is probably the only person I will ever have sex with. We love each other body and soul and are committed to leading the best lives we can for ourselves and each other. If God has an issue with that, then he's not a God I acknowledge.
As for your initial question about sex before marriage, I think that only you can know what is right for you and I don't think that anyone has the right to judge you, no matter what you choose.