I, too, am waiting for marriage and I do not regret it at all.
I have had friends that didn't wait and family that didn't wait. Though I've never been mocked or pressured, I have had those moments when my friends have been honest about the cost that came from not waiting...then turn around and say, "Well, one day you'll meet at guy that..." blah, blah, blah.
I had one friend that told me, "You sound just like so and so," when I expressed my desire to wait and 'so and so' did not wait. They were essentially saying that I will eventually sleep with someone outside of marriage.
But, I am not like these others. My devotion and love for Christ is greater than the desires of this world. Establish your boundaries now, set up your parameters, and prepare for the day when you do meet the one, so you can maintain your purity until marriage. Some can see the finish line and then falter and give in, sometimes days before the wedding, due to a lack of boundaries.
I have been called to radical purity by God, so extreme that most can't comprehend it, and sometimes it feels a bit overwhelming to stand when others around you aren't. But remember that you are not alone in your values and remember, also, that we are called to be different from this world, so the fact that you are not blending in or doing as your sister is a good thing.
Next time she tells you something regarding this, look her right in the eye and tell her, "Sis, this is what I believe and what I stand for. If you can't respect my decision to wait, that's fine, but don't bother trying to change my mind. I believe sexual intimacy is for marriage alone and so that is what I am saving my first sexual experience for." And, if possible, leave the room. Seriously. Don't let her get you into a debate or argument...unless you're like me and love debating. Then, gather your arsenal of Scripture, put on your armor and go to war!