Well, this is very personal choice. People can be deeply disappointed even if they wait marriage to have sex with their partner, marriage does not guarantee success of relationship, neither is sex the most important part of relationship, so with sex only you cannot keep any partner long enough.
When starting with sex life one should protect oneself from STD as well, pregnancy is not only problem that might occur.
I always vote for condoms - at least they are safe for both purposes (pregnancy and STD) and completely harmless for women (pills, barriers, spermicides, intrauterine devices that women use have often various side effects or/and do not protect from STD). Many men do not love to use condoms very much because they loose sensitivity, but they are only known way for protection against STD.