you should come to Canada first and then get married in Canada, and then ask him to file a petition for you if he is an US citizen, it will take around a year to get your immigration visa (if he is a green card holder then you will have to wait for at least four years before they can process your petition, in this case, you will need to decide yourself . if you want to wait for the K1 you will have to married him within 90 days and you will need to wait four year for them to process you immigration matter).
In any case, I will still suggest you to come to Canada first, if you go to the states with a visa other then an immigration visa, it will cost you a lot of works and troubles.
In any case, I will still suggest you to come to Canada first, if you go to the states with a visa other then an immigration visa, it will cost you a lot of works and troubles.