Hubby and I had the same issue and took the exact opposite solution: We fell in love when we were 18, were engaged at 18/19 and married when we were 20. We were each other's firsts and we had the same dilemma.
Our solution: we agreed to wait until after we were married to have intimate relationships with other people. We did it for exactly the reasons you mention. We both wanted to not have the experience of being with other people and we didn't want to have to stay single to do it.
By waiting until after we were married, we confirmed our commitment to each other and we made it clear to other people that out relationship with each other comes first.
Check into the subject of "polyamory". Marriage does not have to be a straitjacket. Even if you do "play the field" before getting married, your desire to occasionally have other relationships will still be there after you're married.
Before you get married, and I suspect you will, talk to your fiancee and work this out. We did, and in our case, we left out the vow to "forsake all others" (along with the "obey" thing).
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