Well this is the project for you, the progressive, self-sufficient DIY'er! Show your love and lasting commitment in the way you know best: by making your own wedding band from a Genuine US Nickel! (or other coinage of your choice)
This is a great beginner wedding band project, suitable for a first engagement or wedding. By the time you're ready for your next wedding band, perhaps i'll have written up how to make something a bit fancier :)
Note: In all candor, I do not personally find this to be an especially attractive ring although I do wear it daily. I think it would be a lot nicer if you can find a thicker coin to use.
Step 1: The Parts
A nickel (or other suitable coin). You only want to use coins made from a relatively inert metal: Copper/Brass/Bronze, Silver and Gold are all fine. A US Nickel (75% copper, 25% nickel) will work for ring sizes 7-10 or so (see the comments about possible nickel allergies though). Most other US coins are not suitable because they have a Zinc core, which corrodes rapidly and is bad for you. The Sacagewea dollar is a bronze alloy, so that will work nicely for large fingers. Several of the EU coins are made of bronze alloys, and they come in quite a few sizes.
There are a couple of different fairly easy ways to make the band. You'll need: a vise, a dremel tool (small rotary tool), a drill and a small hand file. Nice to have but not required: a center punch, a reaming tool, a micrometer for measuring the hole size.