Is it better to go to college, or go to trade school? Better to be Christian or Jewish? Better to wear skirts or pants? better to be in a relationship or single?
Depends on who you are, what you want, what feels right and like the best fit for you, and what is the best choice for a given person at any given time.
And the same goes with choosing to start being sexually active or not.
It really is that simple: being sexually active or not doesn't make anyone better or worse, a good person or a bad one. It's a personal choice, just like most things. And the only better/worse is what is better or worse for YOU.
(Plus, people can be disrespected in lots of ways, and treat themselves with disrespect in lots of ways, not just sexually. Not being sexually active doesn't guarantee anyone any greater respectful treatment than anyone else. And a person can be sexually active and have just as much self-respect as someone who isn't. Also, bear in mind that not only does everyone not want to be married -- and as a feminist, personally I'm of the mind that the history of marriage, and still often the execution of such, has long shown LOADS of tremendous disrespect for women -- not everyone CAN legally get married.
Moreover, if you're judging your friends by what their sexual choices are, especially just by the basic choice to BE sexually active, not even by how they execute their choices, you're actually being pretty disrespectful yourself.)