Marriage is great, especially if there's mention of a grand wedding with a huge reception, lots of money and titles and a mansion(that's not what _all_ girls want, but I tend to get excited when I hear my heroine's been treated like a princess and showered with gifts and gold) - well, in the epilogue, that is. An in-game wedding can be sweet(like Angelo's in Saradush), but I think that's better left to the player's imagination.
Pregnancy is eeewww for me, without question - lots of issues arise, and I don't want my heroine to deal with those at all. I may not even install such a romance. (Kelsey offers a kid as a choice, and I'm fine with it, as long as there's a childfree epilogue). I'd rather have an option to not talk about this at all(but that's why the romances have branches).
And, um, I think by this point most of people, including the developers, agree that "Aerie's baby" item in the inventory, the in-game labor scene and calling CHARNAME's kid Quayle was a big facepalm.