Answer
The only thing you can do is Compromise. That's something you *both* will need to practice in order for your future marriage to work. The wedding should ideally be a combination of both of your wants, needs, desires, and dreams, so talk about want each one of you wants in great and gritty detail.

Think about what exactly you would want in the wedding to be gothic -- the clothing, the setting, the decorations, the music, or what? Maybe gothic clothing is really important to you, but your fiance wouldn't be caught dead in it (no pun intended). If so, find out specifically what he doesn't like about gothic clothing -- does he find it too sexy for a wedding or too morbid? Maybe you could tone your outfit down so it looks more conservative but still has little gothic touches like jewelry or underpinnings or shoes. If the music is the problem, you might compromise on a mix of gothic and mainstream rock songs for the reception dancing. If it's just that your fiance thinks gothic stuff will freak out your families, see the see the families question.

You can also try turning "Gothic" into "Classy" in your fiance's mind. Evening weddings naturally lend themselves to darker colors and a more elegant, gothy ambience, as do Winter weddings. These are situations where it is perfectly appropriate to wear velvet, carry dark red roses, and decorate the hall in rich colors like burgundy or purple. Other very "Classy" touches are to play classical music, have lots of candles, and tell all the guests to come in formal attire.