I am happy that you have morals. That is a very rare thing nowadays. Well, not to have morals, but to really try to commit to them.
I am a christian, but am not married and have had sex. I know that it is a sin, and I am not condoning my actions, but there is not a one of us who has never or will never sin.
Maybe after you are married, the guilt will go away and you will be able to enjoy sex. There is absolutely nothing wrong with you feeling that way. Nothing wrong with it at all.
I see your sister's point, but each person is different. And the truth is, a man (or woman for that matter) will not marry if not in love. (well, in general) so if a man loves you and wants to be with you, then he will marry you whether or not you had sex with him before or after marriage.
If he does not love you and you don't have sex with you then he will just go and get it somewhere else. But, it is better to know ahead of time.
Just follow your feelings no matter what you decide. If your love for each other is strong enough then it shouldn't matter if you never have sex again until after marriage. Good for you.