Not been here in ages! But read this thread and I remember coming to some sort of a conclusion in my head that makes the most sense ages ago. I'll try to remember the sequence of events that I think happened:
They kiss and make up in the rain outside Haley's house. They could just go into Haley's house, which is a few feet away, but decide to walk, in the rain, to Nathan's. As you do.
They return to Nathan's apartment, "that was a nice walk" lalala, Haley takes her top off and says it's okay.
They kiss on the bed and Nathan asks her to marry him. Shown in 2x01 but is a flashback to right after the 1x22 Haley-takes-her-top-off scene. Haley considers her answer.
Haley asks if it (marriage) will drive them apart or change things and says maybe they won't be good together. Nathan assures her it won't change things and he wants to be with her. She says "Tonight, then. After the game." When you watch 1x22 for the first time we think they're talking about sex but the ending "we got married"/2x01 proposal scene shows that it's about getting married.
After the game in the car she tells Nathan that she wants to. Again, we're meant to think they mean sex but find out later they mean marriage.
That's all quite simple to me, but then it gets confusing. They go to Nathan's apartment. They decide/realise they need to ask her parents and actually organise it? So that's all good and Nathan goes to speak to Lucas at the rivercourt to say goodbye. Then they work up the courage to go and speak to her parents, so they go. And change their clothes of course! In the middle of the night/early morning. When it's light. Even though this is like December/January. And her parents are up and about at this time. And they take the time to discuss it. And so they all get ready, go to the beach, and they get married!
Then they return home (still broad daylight of course) and Nathan's magically found even more time to set up candles and a romantic little honeymoon suite. Pretty dangerous to leave candles unattended, but by this time logic doesn't really come into play I suppose. And Haley walks to the bedroom suggestively and Nathan says that it's not about sex and that's not why he married her, but she's like COME ON and off they go.
So they do it, have their convo about their wedding "night" and how they'll tell their children about it someday and about how she wants a son with his eyes and he wants a girl just like her. Then Lucas knocks on the door, Nathan swans through and gets Haley for Lucas, and he asks her what's going on and says he thought she was going to wait to have sex until after she got married. She says she did wait, because they got married "last night" (and only did the deed for the first time in their honeymoon suite after they got married). Oh but none of the candles or rose petals are there anymore so sometime through the night Nathan or his helper elves (the same ones that helped him completely redecorate the flat during their 2nd wedding to look like London) obviously came through and cleaned it up. Lucas leaves, they go back to bed and go back to sleep. Then she wakes up again with Nathan watching her and they're like OMG I HAD A DREAM WE GOT MARRIED! Then Nathan finds out about Dan having a heart attack, and then the rest is just episode 2x01! Ta daaa.
Oh and "This is where we made love in the rain" seems to me like it was just a separate occasion. And when she says to Taylor that she waited til she was in love... I think she does mean after she got married but... I don't know, that was a weird scene. Maybe she just didn't want to discuss her sex life with Taylor.