Tell them straight forward, if they have a problem with it tell them it's your life and you have the right to live it any way you want to.
As far as planning I never really care how I got married/will get married, though if you're looking for something romantic you can get married in sedona.
Sedona Weddings | Sedona Wedding Planner, Arizona Weddings.
Or
The Venetian - Resort, Hotel, Casino. and get married on a gondola at the venetian.

If you want something a little more out there, have some sort of crazy themed wedding.