I don't think I can say it any better than has already been said. Unfortunately, I've been there, done that, got the t-shirt and sent it back. In all honesty, even with my wife, it's something today I wish I hadn't done. Sex changes a relationship in a way that's difficult to describe. And maybe this doesn't make sense, but my wife and I had both had a few (literally, not a sugar-coat) partners before we met, and we had intercourse before being married, also. We had more fights when we first got married over the people we had been with prior to even knowing each other existed than we did anything else.
Like I said, probably doesn't make sense, but looking back almost a decade later I think it's because often it doesn't take much for jealousy to rear its ugly head. Even if the only person you've ever been with (before marriage) is your spouse, that can lead down a path of "Maybe if we wouldn't have been so stupid" or "If we would've waited I could've seen how you really are" or a plethora of other paths that don't lead anywhere good when a disagreement crops up.
I hope I'm not losing you, and that I'm at least making a little bit of sense. As I've said before on this site, I'm not a psychiatrist, and I don't understand all the inner workings of the human brain. But I can tell you from experience that resisting that temptation is a necessity. I'm the father of two daughters and a son, and when they're old enough, I'm going to have "the talk" with them, and include the issues it caused in our marriage when we first started.
And I would like to echo the previous posts that, even though we are under grace, that's not an excuse to continue in sin.
"Now the law came in to increase the trespass, but where sin increased, grace abounded all the more, so that, as sin reigned in death, grace also might reign through righteousness leading to eternal life through Jesus Christ our Lord.
"What shall we say then? Are we to continue in sin that grace may abound? By no means! How can we who died to sin still live in it?" - Romans 5:20 - 6:2 (ESV)