Civil Unions are not legal in most states. Vermont, and Massachusetts, however, do allow Civil Unions between same sex partners. My partner and I were married in a ceremony in Vermont in 2003. It was wonderful, but when we got home, we had none of the legal rights that we would have if we were residents of a state that have legal rights. Certain counties throughout the country, have domestic partner registries, but this is nothing more than an affidavit that you are in a committed relationship with each other. There are no legal rights afforded here, but can be helpful for domestic partner insurance benefits. Usually, though, companies that offer that, have their own forms, so its a nice novelty, but it does not really do anything.
And then there is Canada. It is now legal to marry in Canada. Should same sex marriage ever be legalized here, you would automatically be given your rights, as marriages in other countries are still recognized here.
The best suggestion I can give you is that you should do what makes you both happy. If you want to have a big wedding and share your vows in front of everyone, than do that. If you are more interested in having that piece of paper, even though it is not valid in your state, then do that. We wanted a piece of paper...so we traveled with two friends, and then had a big brunch reception when we came back the week after. One day, we would love to have a big wedding with all our family there.
I think we have found that declaring our love for each other, in a legal ceremony, means more to other people than it does if you don't.
EDIT: See attachment for a map of marriage laws by state done by HRC.
Hope that helped some.
Bree
Where Can We get Married 
