I think it's important to remember that you're not losing a piece of yourself. You're completing the circle. You're not "the girl who doesnt have sex".. you're the girl who has waited for the right moment.
I'd also suggest doing some counseling.. It is very likely that you won't cope with the idea of not being a virgin anymore well. I'm not saying you won't.. it could be that you go, "Finally, I did this.. and its awesome. and now the rest of my life can be spent happily with this man." But there is a chance that it is going to give you some anguish. It is a huge change--going from openly being a virgin to even secretly knowing you're not one anymore.
But. You're not breaking your rules or your personal values by having sex on the right night for you. Being innocent as a kid is awesome--and I loved those times of my life so much.. but I'm not innocent anymore. I had to step forward past it--so it's a fond memory for me, being oblivious to the darker aspects of the world. There was a real, and very viable normal place for you as a virgin in your life.. but to keep yourself from walking forward would be to change your values. You'd no longer be waiting for your wedding night--you'd simply not want sex.. and that opens up a whole other world of questions.
I'm happy you've found someone to share such a special moment with, and I wish you two the best. If you find yourself struggling with it still though, I'd highly suggest just talking a few times with a sex counselor.. So that when the night comes it's carefree and special..