"...thinking as a conservative that gay marriage is wrong..."
That's not a conservative opinion. That's an authoritarian opinion. Banning gay marriage actually undermines the entire concept of marriage. Denial of reality is not what conservatism is about (although obviously some "conservatives" seem to feel otherwise) and reality is that some men like other men, and some women like other women, and a true conservative would surely want society to support those men and women who wish to formally and legally commit to their life partners rather than unwillingly existing in the narrow culture of promiscuity which is all too often used as a blunt instrument of propaganda to attack homosexuals with.
And as far as the religious side of the argument goes, that's for each individual religion to decide. The state does not dictate who the church is allowed to marry (and by that same coin you'd hope it would work the other way round as well).