When you marry a woman, you are marrying her family. Why? Because she has her family built into her from being raised by them. And depending on how long her family was living in their country, you will be marrying her country, as well - or at least, the country her family came from.
Think about this well. You could be asking for a lot of turmoil in your life, simply by marrying into a country that is not compatible with yours.
If you live in Western Europe, or much of the Americas, you are a person of Christian tradition - even if you are not a Christian, because the Americas have Christianity built into their culture - and you marry someone from Southeast Asia, you will be marrying into Buddhism, Hinduism, Shintoism, or some similar tradition. Is this what you want? You may be able to adapt somewhat, and she may be able to adapt somewhat, but it WILL ultimately be a struggle.