Sexual continence is abstaining from sexual actions until married, and remaining strictly faithful within marriage.
What's right is always smart, and always for your good. Sex is not just something you do—sex is someone you are. It is linked to the welfare of your whole person.
"We are getting married anyway." - Great!! Then surely you must want to build your marriage on a foundation of obedience to the Lord and respect for one another. If you are a Christian and you love your spouse-to-be, you must want the best for him or her and following God's commands is always the best. A healthy Christian marriage consists of two people who are committed to obedience to Christ above all. God cannot bless sin so if you choose to build your marriage on sin rather than on obedience to Christ, you will reap the consequences of that sin rather than enjoy the blessings of God. 
In 1917, The American Medical Association passes a resolution declaring that "sexual continence is compatible with health and is the best prevention of venereal infections," and one of the methods for controlling syphilis is by controlling alcohol. Secretary of the Navy Josephus Daniels prohibits the practice of distributing contraceptives to sailors bound on shore leave, and Congress passes laws setting up "dry and decent zones" around military camps. "Many barkeepers are fined for selling liquor to men in uniform. Only at Coney Island could soldiers and sailors change into the grateful anonymity of bathing suits and drink without molestation from patriotic passers-by."