How do you live in the moment without getting caught up in it? Is it a waist of my time when it's so much fun?

I am dating the funnest, most outgoing guy I have ever dated in my life, when we are together we are so happy and our time is filled with laughs and smiles. We have never bumped heads, we are inseperable. We go to movies, the gym, we go out together and stay in together, we've even taken both of our kids on out of town trips. He treats me like a princess and is open to anything I want. It has been 3months, I have met both his children their mother and his mother who all love me and think he should be with me we are going with his family for thanksgiving and it seams so great, you would never know he lives with another woman. He says he is going to leave her (so cleshay) besides the other woman I know we can never be together as much fun as we have we are from differant worlds, and have differant intentions on life. As much as i say it is just for fun I am scarred knowing this will end with me and heartache, is it possible to spend so much time and build such great memories and not get feelings? for me and him. He says he loves me, I believe he has feelings, but says he has to wait befor he can move and is now looking into getting his own place.