Since you're already married, and you got married in Canada and not the US, you're not eligible for adjustment of status. You'll have to stay there in Canada and wait out the CR1 or K3 process (both are taking about the same amount of time, and the CR1 is the better and less expensive process so might as well do that).
At least in Canada it won't cost you a few thousand dollars to have the baby.
Go have a look at
http://www.visajourney.com/forums for information on marriage based immigration to the US.