Me and my girlfriend want to get married but our parents will never agree just because I'm a Sunni and she is Shia. We really want to get married and not be involved in haram.
If a girl is not a virgin, can nikah be valid without a wali?
Parents consent in such matters is necessary because finding a suitable girl/boy for their son/daughter is an obligatory duty upon them. Therefore Prophet Mohammad has said: "To whoever is born a child, the child should be given a good name and sound education. And when he becomes of age he should be married" (hadith).
The only way to marry her is to convert her to Sunni Islam. In this way, you will get married with her and your parents will have no objection.