I'm Jewish, and while the Orthodox can be very strict about no sex before marriage (some don't even touch the opposite sex, unless it's someone in their immediate family or spouse--and yes, a lot of them wait to touch each other AFTER the marriage ceremony), I think there's a different perception, for the most part, about sex in Judaism, apart from Christianity. The whole original sin concept is absent, sex isn't seen as a dirty thing that you have to do to procreate, but as a blessing, and something that married couples are obligated to provide for each other. If you come from a more liberal minded Jewish community, views on sex can be surprisingly open. At my synagogue, homosexuality is embraced without issue, egalitarianism is essential, and guilt is not really associated with sexual issues at all. People are private about it, but they can talk openly about it, too. Modesty is a typical Jewish value, and while that can mean a lot of different things to different Jews, sexuality tends to not be flaunted about it public, though that doesn't mean that it's a taboo topic. You can read plenty of open source books about Jewish sexuality, that are actually quite fascinating. And because we're Jews, we all like to debate about it--can't be Jewish and not have a debate over Jewish practices!
That being said, my parents are conservative, and I never really discussed sex with them growing up. Not because it was strictly forbidden, but it just wasn't a comfortable topic. I think it was more my mother's issue with seeing her daughters become sexual beings. I'm the youngest, so I especially felt that it wasn't something that my mother liked to talk about. I got my period really young, and she couldn't even talk to me about it, except to assure me that I was normal and healthy. Instead, she checked out a book from the library for me to read about puberty. Thanks to that book, I found my clitoris, actually!
There are adult shops online that are specifically aimed at religious married couples, and they're not what you'd assume them to be.
Here's a Christian one: link
Here's a Jewish one: link
They have vibrators, dildos, butt plugs, prostate toys, restraints, lube, etc...the emphasis is on married couples, and the Jewish one doesn't have any sexually suggestive pictures of people on the site or the packaging of the items (again, modesty). I say, good for them! I think it's awesome that such things exist for people who are religious but not necessarily sexually repressed or ashamed. You can be religious and sexually adventurous, too. And no, Jews don't have sex through a hole in the bed sheets! (an old myth, that's mostly a joke).
There's a Dutch based Muslim site as well, though they are stricter, so they don't violate Sharia law; there are no vibrators or dildos, and of course, no pornography. But still, it's something sex positive within the bounds of Islamic religious observance, which is great; Islam is VERY strict about sexual conduct: link
A lot of religions emphasize no sex before marriage, but the world is a different place than what it used to be. We now have the very normal, sometimes desirable option, of never getting married. Of course, we're not going to abstain from sex for the rest of our lives, too. It's human to have a sex drive. I personally couldn't imagine marrying someone without knowing if we are sexually compatible--I know my sexuality too well to settle with someone who isn't a fit for me.
But your religious observance and expressions, like your sexuality, are your own. You may have been raised with a particular view point, and no doubt, that has a strong influence on how you perceive the world as an adult. But you also gain your own experiences, and you have to live your life doing what feels right to you. I am an observant Jew, but I'm also a sexually open and sex positive woman. My sexuality is deeply important to me, and a part of who I am as an individual. I see no contradiction between the two things; the observant Jew, and the Supervixen.
If you struggle with your religion and your sexuality, I would urge you to explore both more closely. The Bible is full of flawed people who become the heroes of the stories. Christianity and Judaism are old enough to have a long history of philosophers and different perspectives and interpretations. The Song of Songs is a steamy, erotic love poem. So don't assume that the religion you grew up with is the "correct" way to observe it.