Like many others, you might be reading and reading anything you can find on the subject, trying to find concrete advice and a solution to be legally able to do something that should be really simple: live with your spouse. Here is a short explanation of your different options:

You are in France, your spouse is in France or in the United States, you can:
(In my case I was in France and my future husband was in the States, so this is the part I know best.)

1. Get married in the USA after getting a K1 visa.
2. Get married in France and file for a K3 visa.
3. Get married in the USA after crossing the border as a tourist and apply for a visa once there.**
   

** WARNING: This last option is NOT LEGAL. Some people might try it, but I strongly advise you NOT to even try this option. If you get caught, which is very possible, this will be considered immigration fraud and you will probably never be able to obtain a green card.

!!UPDATE: From Januray 22nd 2007, the US embassy in Paris (and probably many other countries) does not accept filing from an american citizen that was not a France resident for more than 6 months prior to the application.Here is their statement from their website

" EFFECTIVE IMMEDIATELY, the U.S. Embassy in Paris will accept I-130 petitions for immediate relative immigrant classification from American citizens who have been continuously, legally resident in France for at least the six months prior to petition filing. Individuals, who are in the country on a temporary status, such as student or tourist, do not meet this residency standard."

This has changed greatly your chances of getting a green card quickly.If you are not both france residents, the two available options are now the fiance visa and getting married in the US if you are already both in the US legally. It does not mean that you will not be able to live with each other it just means that the paperwork and unstable situation of waiting for an official permanent resident card is going to take longer.

It seems now that Getting married in the USA after obtaining the K1 fiance is the option of choice, allowing the newlywed couple to stay together while waiting for the green card.

 The process , as with the K3 visa, is pretty similar to the application for the green card. It is, in the end, just a choice of location for your wedding and whether you would rather apply before getting married in the usa  so you can enjoy your new life as a married couple (yet not being able to plan a reception properly being abroad)  or whether you would prefer to get married in france , plan your wedding properly and wait before leaving to the USA.

 One thing to remember, while waiting for the Green Card (or permanent resident card) is that you will not be able to travel until you get the card, unless you have asked for an advance parole at the time of application. 

This used to be the best option and you should be careful of the kind of information you find on internet about this option since things have changed pretty recently.

Now, if you would like to get married in France and your american fiance(e) is not a french resident, you will need to first get married and then file right away for a K3 visa which will allow you to go to the USA while the green card is processed instead of waiting outside the USA. Ther process is, I believe, quite similar to the green card application process.

 You can also decide to wait in France until your green card is process and simpy not apply for the K3 visa but I doubt this is any good solution to any newlywed couple.