Well put whiffin. I've never thought, "But the sex is so good!" with a girl...ever... I'm just not that kind of guy, so I've never seen shagging early on as something that could screw up the relationship, but then again, I've never shagged on the first date... or 2nd or 3rd for that matter.
Oh, yeah - one thing I remember from friends once when one of them got married. They were like, "You're never going to feel that 'new' feeling again". Damn that's a good feeling.