Condoms or pullout?

So my SO and I have been together for a while and we’ve given oral to each other and all that but we haven’t had sex yet (although we both want it very badly) he’s had previous experience but it’ll be my first time.

He tells me that every time he did it before he’s used the pullout method and it worked because condoms don’t feel good for either side and at some points I agree with him but I don’t wanna get pregnant and my parents are quite religious so it would be hard to talk to them about going on BC or getting an IUD, my country also doesn’t have planned parenthood (not that I know of) so I just need advice on how to have safe but great feeling sex?