My general rule is that I (a Sikh) don't want to convert into a religion. Christians and Hindus generally don't care so they're fine. Muslims, however, tend to require a conversion, so they're typically ruled out.
Edit: I recently heard my dad speaking on the phone and he shocked me. He was talking about a Sikh guy marrying a Muslim girl and he said 'as long as they're good people, it doesn't matter.' I can't help but think it wouldn't actually be that simple, though, even if I wish it was.