Many people like to ask this question: why get married? Do I need a piece of paper to prove my love? The answer? No. A piece of paper, of course, will not show your love, as evidence by many people who get married for all sorts of (wrong) reasons. However, I do believe there are differences between getting married or not.
Certainly there are unwedded relationships that are stronger than a marriage. Certainly some people truly hate the convention that you must get married to be "official." But those are the exception to the rules. And since I am not a believer of pre-marital/post-marital sex, that has nothing to do with this discussion either.
In my opinion, there are two major differences between marriage and "in a relationship." Seriously, if marriage is just a continuation of dating/cohabiting with an additional, official piece of paper, why would people get cold feet? Hmmmm?
Difference #1: Getting married is a ceremony to attest your love, and more importantly, to make the announcement that you are making a commitment to this individual, that you have chosen him/her to be your life partner in front of your friends and families. To put it in simple terms, it's a lot more complicated to get out of that relationship than dividing up the DVDs tomorrow and just move out when things go south.
Difference #2: So long as you didn't officially make the commitment, the deal is not sealed, you can always back out of it. If you have been screwed over before, you will know there is very much a difference between a verbal contract versus a written one. And for most individuals with some sense of moral, they will at least think twice before making a promise. In a steady relationship, faithfulness is merely implied.
Difference #3: Dating is like testing the water, shopping for a product -- you can always change your mind, up to the point of making the decision/commitment. He/she does something that severely annoy/disappoint/embarrass you, you can always withdraw from the relationship. Whilst you are in a marriage, for better or for worse, you will first try your darnest to resolve the issue before calling it quits.
Last but not the least, getting married is like the last call. Many people get comfortable in a mediocre relationship because they are lazy, lack of time, lack of energy, or generally being a coward and things just drag on. They don't really believe they are with their life partner, but they will continue to waste the other person (and their own) time. Getting married, in this case, is like the last call, "Buddy, shit or get off the pot!"