I'm a huge fan of it! Yes, it can be hard, but it can also be incredibly rewarding. Both of us work really, really hard to make each other happy, and to also do everything we can to support the other person's growth as an individual. It's one big adventure!
Neither of us are religious, but we feel like the thing we want to look back on at the end our our lives and be proud of is our marriage. Not our careers, not our material possessions, but the character we built with each other.
It isn't for everyone of course, and I don't think anyone should ever feel pressured to marry. I don't believe people are missing out if they don't want to get married, just like I don't feel I'm missing out because I'm not religious. Go with what makes you happy.