They don't get married because Will told them both separately that they were perfect for each other and to just get on with it. They both know he only said it because his wife was bugging him to say something to them that would lead to a break in the awful routine they were in. In actuality he had already asked for her father's blessing over a month before and she'd already found the ring.
They don't get married in Vagas during that conference they went to that one time. MacKenzie suggested it drunkally two nights before they left. They do nothing but laugh in her face every second they get before they leave. They never tell her that it actually almost happened.
They don't get married in a chapel. They don't want to. They both planed the perfect wedding with someone else once. Hers was years ago. His would always be more recent, and she'll never hold that against him. He is after all, a good guy and Maggie was almost the right person for him, almost.
The do get married on a lark. They have four witnesses, none of whom are parents or siblings. Jim only mentioned in passing that his friends had decided not to get married at city hall that day, and that there was an opening if they wanted it. He swears he meant it as a joke the moment he realizes that they are taking the offer seriously, and he swears it again, every ten minuets until the six of them, Don, Sloan, Will, Mac, Jim, and Maggie, arrive at city hall. She wears Gucci and her glasses. He wears a plaid shirt and jeans and her father's old wrist watch, the one the man gave him when he asked for his blessing. He cries and she doesn't. They go to Hang Chew's after and then they do the news. It's very them.