Typically, picking a wedding venue is one of the first things to do, but before you plunk down a huge deposit on a place, it's a good idea to already know which type of ceremony and officiant you want. Depending on what kind of ceremony you go with, ask your officiant about religious rules on where your wedding can take place.
There could be restrictions. For example, in most Jewish traditions, you can be married anywhere -- even if your fiancé isn't Jewish. But a Catholic priest has to get special permission to perform a wedding outside of his parish. Once you have all this information, you'll be able to rule out any restricted sites and find the most fitting spot for your "I dos." If your site search is coming up short because of religious limitations, don't panic. There are ways you can compromise. One option is to have two separate wedding ceremonies, such as a traditional Hindu ceremony outside in the morning and then a Protestant ceremony in a church in the afternoon.
If you're running into roadblocks, you need to consider which factors are really important to you: Is it a priority for you to give equal time to both of your faiths and cultures, or would you rather incorporate a couple of traditions from one and let most of the ceremony be dictated by the other? If it's just a matter of, say, adding a few Chinese elements to an otherwise Christian ceremony, then you can probably work things out in a church setting without any glitches.