Well, I'm christian; so, I would say Yes...
However, I am not perfect myself, and I have myself had sex and have never been married.
One thing I noticed though, is that each that I had sex (out of two different girls which I truly love/loved) it seemed to ruin the relationship which I regret, greatly...(I believe this is because GOD will not honor the relationship when you do not honor his will)
So much so that the next relationship that I have with a girl I truly come to love I will not have sex until we are married... There are other things you can do aside from sex.
If you're not christian this advice is still useful for you.