First, make sure you both have all your ducks in a row.
If you’re planning that he’ll go to his church and she’ll go to hers, which church will the children go to, if any?
How much involvement will the parent who doesn’t share the children’s religion be expected to have? Talk it out, and make sure it’s all on the table. Don’t wait until it’s time to baptize the baby to say, “Oh, by the way, I’ve decided that our children are to be raised Catholic.” If one partner has objections, lay them all out and discuss the issues one by one until everything is resolved.
When you’re both released from the hospital after the end of that discussion, and if you’re still thinking about marriage, then talk to priests in both religions and find out what all of your options are for the wedding.
Don’t end up like some families where the parents have to sneak the kids to Religion Classes because of the spouse’s objections. All this does is confuses the kids even more.