Difficult one. Talk about the logistics before you marry. It can work, but you need to thrash out the logistics first .
The things like where you marry I think are minor - Many friends of mine have smiled, nodded and zoned out of pre marriage classes. Or nervously asked a partner to go along with whatever ritual. That's just one day.
The thornier stuff is actually living with someone who does not share your beliefs and raising children with them. Are you happy with your children being brought up with a belief in religion? A hell? The idea that they are the one true religion and everyone else's isn't? (I wouldn't be, my personal choice.) can you respect someone who has belief in something you think is ridiculous and credulous? (Again, I couldn't, but then I accept someone religious would find my views unacceptable.) would you allow a child to be circumcised? If you're the religious one, how do you feel about your partner not gaining admission to whatever afterlife you believe in?
Personally I'm of the opinion that children aren't born Christian/Muslim/etc and that religion can do some serious damage (I base this on the half of my family who grew up full on Irish Catholic.) but again, that's my opinion. I may be right, or I may be doomed to spend eternity rotating between various hells...
As with everything to do with marriage, talk about it first and go into it with your eyes open.