Getting Married in May

So my fiance and I have decided to get married in Las Vegas. What we are planning on doing is to get married and afterwards I will return to Canada and start filing paperwork for a spousal visa. Can anyone tell me if this is the proper way to do it? i don't want to return to Canada only to find out that I shouldn't have done this. We aren't trying to rush me into the country (I wasn't planning on moving into the country until the end of the year), but I'm hearing from so many different people that these visas take 2 years, some say they get denyed, etc etc. I'm extremely nervous, I had a friend whos husband was denied a visa into Canada, and I know that we are a lot less strict here on immigration!

You certainly can legally do it the way you've suggested. It's entirely legal to enter as a regular B-2 visitor to marry a US citizen, provided you have non-immigrant intent (proof of abode in Canada you have no intention of abandoning). Obviously the CBP are going to quiz you if you say you're entering to get married, just have proof you intend on leaving, e.g. proof of employment in Canada.

Then when you return to Canada your spouse can sponsor you for a K-3 visa or sponsor you using I-130.

K3 and/or CR1 visas for spouses are currently taking about 1 year to process, give or take a month or two.

For marriage based immigration info to the US see http://www.visajourney.com ALL the information you need is there.