Don't patronize the Caymans - they officially discriminate against gay and lesbian guests. A few years ago, the government refused to let a cruise ship that had been chartered for a gay-marketed cruise stop, claiming that the passengers couldn't meet the Caymans' standards of conduct.
Since you're getting married, you're (presumably

) straight, but there are plenty of wonderful beach resorts in the world where a stay wouldn't pose this sort of ethical dilemma.