Sex? Burn for it!!

So why do most major religions of the world condemn sex so much? Now of course when I am talking about sex I am referring to pre-marital sex. But this is an abomination, it is a sin. What is so wrong about pleasure and enjoying life that needs to be condemned by the largest institutions known to man? This is a subject of newspapers, religious groups and even popular shows such as Sex In the City. It goes a step further as well, it not only condemns sex, it condemns self pleasure as well (in other words masturbation). Again what is so wrong about pleasure that it should be a sin?

Now I am not being a stereotypical guy here with these comments nor am I endorsing open and promiscuous hook-ups. But if you are in a close relationship, why is sex such a mortal sin that carries a punishment of eternal damnation or worse. I feel that sometimes the feeling of simply sleeping next to someone you care about is better than all the alcohol in the world. Let me know what you think about this.