Still, she says of fiancé Josh Kelley: "This is what I want and need"

When it comes to thinking about love and marriage, Katherine Heigl finds herself caught between the small-town Mormon girl she used to be and the big-city leading lady she’s become.

The Emmy-winning Grey’s Anatomy actress, 29, who is engaged to musician Josh Kelley, tells Vanity Fair in its January issue that she has no “grand illusions about marriage” – and yet she has approached it quite traditionally.

“I think it’s a crapshoot. The odds are really bad, especially in this town,” Heigl says. “But I have a lot of faith in Josh, and I wanted to have that one day when I stand in front of my friends and my family and honor him and how important he is in my life.”

Despite her modern-day skepticism, Heigl upheld one old-fashioned ideal: She didn’t want to move in with Kelley, 27, before tying the knot. “I still have enough Mormon in me – not a lot, but enough – that I wanted to keep that a little bit sacred,” she says.

Breaking the Rules

In another way, though, Heigl upended tradition while they were dating – aggressively pursuing Kelley, demanding to know his plans for the relationship, even picking out the diamond for her ring.

“I’m one of those women who always thinks it’s better to play it cool and keep them wanting more,” she says, “but I really threw myself at him. I broke all the rules.”

But only after changing the way she approached relationships.

“I decided I was sick of trying to figure out what everybody else wanted, and I should just decide what I want,” she says. “Josh is the first serious relationship I’ve ever had where I was like, This is me. From the moment I met him, I said, This is what I want and what I need.”